Research output per year
Research output per year
Personal profile
Primary fields of research
Finance: Theory and markets
Current research
- Interest rate, exchange rate and volatility modelling
- Optimal portfolio choice for pensions and mortgages
- Model risk
Keywords
- Faculty of Science
- finance
- derivatives
- options
- mortgage markets
- volatility
- investments
- portfolio choice
- betting markets
- exchange rates
Research output
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There is No I in Black- Scholes but There is Me in Merton
Poulsen, R., 2023, In: Wilmott. 126, p. 103-105Research output: Contribution to journal › Comment/debate › Communication
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Things I Learned This Semester Five: Four
Poulsen, R., 2023, In: Wilmott. 127, p. 8-10Research output: Contribution to journal › Comment/debate › Communication
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We Hold These Truths not to be Self-evident, Part 2: Strong and simple
Poulsen, R., 2023, In: Wilmott. 124, p. 14-15Research output: Contribution to journal › Comment/debate › Communication
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We Hold These Truths not to be Self-evident, Part 3: Mission Impossible
Poulsen, R., 2023, In: Wilmott. 125, p. 10-11Research output: Contribution to journal › Comment/debate › Communication
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We Hold These Truths not to be Self-evident. Part 1: Two Wrongs Making a Right
Poulsen, R., 2023, In: Wilmott. 123, p. 10-11Research output: Contribution to journal › Comment/debate › Communication
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When Numbers Lie: a Good Bad Example
Ditlevsen, S. & Poulsen, R., Jun 2023, In: Significance. 20, 3, p. 26-29Research output: Contribution to journal › Journal article › Communication
81 Downloads (Pure) -
Decisions, Decisions, Decisions
Poulsen, R., 2022, In: Wilmott. 117, p. 9-10Research output: Contribution to journal › Comment/debate › Communication
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Delta Force: Option Pricing with Differential Machine Learning
Frandsen, M. G., Pedersen, T. C. & Poulsen, R., 2022, In: Digital Finance. 4, p. 1-15Research output: Contribution to journal › Journal article › Research › peer-review