The following pages link to David Skovmand (Q3195113):
Displaying 6 items.
- Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration (Q3195114) (← links)
- A Lévy HJM multiple-curve model with application to CVA computation (Q4683048) (← links)
- Book Reviews (Q4975642) (← links)
- Rational multi-curve models with counterparty-risk valuation adjustments (Q5001175) (← links)
- Rational Models for Inflation-Linked Derivatives (Q5144182) (← links)
- Term rates, multicurve term structures and overnight rate benchmarks: a roll-over risk approach (Q6078122) (← links)
