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researcher

D. Skovmand

8 papers hereh-index 10252 citations27 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1
  • last author7

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • q-fin.CP3
  • q-fin.MF3
  • q-fin.GN1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20102022
most citedDynamic Term Structure Models for SOFR Futures

4 citations · 4 across the 4 of their papers we have counts for

collaborators
Showing 2021Show all

1 paper · 1 filter

q-fin.MF2021★ 4 cited

Dynamic Term Structure Models for SOFR Futures

Jacob Bjerre Skov, David Skovmand

The LIBOR rate is currently scheduled for discontinuation, and the replacement advocated by regulators in the US is the Secured Overnight Financing Rate (SOFR). The change has the…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.