Concepedia

Rupert de Vincent-Humphreys

RD

3

Publications

56

Citations

3

H-Index

2012

Active since

Affiliations

Bank of England(Current)

Rupert de Vincent-Humphreys is an author at Bank of England specializing in business, financial engineering, and asset pricing.

Top concepts

Publications per year

2012–2019

3

Publications

3

Estimating Probability Distributions of Future Asset Prices: Empirical Transformations from Option-Implied Risk-Neutral to Real-World Density Functions

Rupert de Vincent-Humphreys, Joseph Noss · SSRN Electronic Journal · 2012 · 29 citations · Full text

Twenty years of the ECB Survey of Professional Forecasters

Rupert de Vincent-Humphreys, Ivelina Dimitrova, Elisabeth Falck et al. · 2019 · 16 citations

, , +19

A Quantitative Mirror on the Euribor Market Using Implied Probability Density Functions

Josep Maria Puigvert-Gutiérrez, Rupert de Vincent-Humphreys · Eurasian economic review : · 2012 · 11 citations

, , +6

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