David Lando
Professor
About
Departments
Department of Finance
Room: SOL/A4.04
Financial institutions
Finance
Pensions
Interest rates
Statistics
Primary research areas
Credit risk modeling
Banking
Fixed Income Markets
I develop and test models of financial securities
My research helps investors, risk managers and regulators to:
Quantify the impact of credit risk in financial instruments
Understand how bank funding instruments are priced
Understand how illiquidity of an instrument affects its price
Publications
See all publicationsOctober 2022
Estimating Volatility in the Merton Model
The KMV Estimate is not Maximum Likelihood
Go to publicationOutside activities
Board member, Pplus (Pension fund for academics). Elected for three years starting , May 2024 -
Member of the board and chairman of the risk committee in the pension fund Pplus whose members are mainly economists, engineers and law professionals working in the public sector.
Pplus English homepage
Forenet Kredit (Since 2023) , 2023 -
Member of advisory board for investments of own funds.
Homepage for Forenet Kredit
Expert witness (skønsmand) , -
Case (in Danish): O.W. Bunker & Trading A/S under konkurs mod Gorrissen Federspiel m.fl.
Final appearance (afhjemling) in Vestre Landsret, June 11, 2025.
Final appearance (afhjemling) in Vestre Landsret, June 11, 2025.