Concepedia

David Skovmand

DS

Statistics

Publications

7

Citations

151

H-Index

7

Active since

2009

Affiliations

University of Cape Town(Current)

University College London

University of Copenhagen

Copenhagen Business School

Université d'Évry Val-d'Essonne

David Skovmand is an author at University of Cape Town specializing in economics, financial economics, and business.

ORCID

Publications per year

2009–2023

7

Publications

7

A Lévy HJM multiple-curve model with application to CVA computation

Stéphane Crépey, Zorana Grbac, Nathalie Ngor et al. · Quantitative Finance · 2014 · 38 citations · Full text

, , +17

Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration

Zorana Grbac, Antonis Papapantoleon, John Schoenmakers et al. · SIAM Journal on Financial Mathematics · 2015 · 35 citations · Full text

, , +16

Rational multi-curve models with counterparty-risk valuation adjustments

Stéphane Crépey, Andrea Macrina, David Skovmand · Quantitative Finance · 2015 · 20 citations

, , +17

Term rates, multicurve term structures and overnight rate benchmarks: A roll–over risk approach

Alex Backwell, Andrea Macrina, Erik Schlögl et al. · Frontiers of Mathematical Finance · 2023 · 18 citations · Full text

, , +9

Overpricing and Hidden Costs of Structured Products for Retail Investors: Evidence from the Danish Market for Principal Protected Notes

Peter Løchte Jørgensen, Henrik Nørholm, David Skovmand · SSRN Electronic Journal · 2011 · 15 citations · Full text

, , +9

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