dsfi
David Skovmand holds a PhD in Economics and Management at Aarhus University and Msc in Mathematics-Economics(cand.scient.oecon) also at Aarhus University.
His academic fields of interest is most things related to interest rates, interest rate derivatives, bond markets but also derivatives in general. His focus is mainly on pricing, hedging and general quantitative modelling of financial markets.
He is currently an external lecturer at CBS but is also employed as an associate professor at the University of Copenhagen, Department of Mathematical Sciences where he teaches in the math-econ and actuarial mathematics programme.
He has previously been employed at CBS as an assistant professor in the Department of Finance.
He has published in Journal of Futures Markets, Quantitative Finance, Journal of Computational Finance, SIAM Journal of Mathematical Finance, Frontiers in Mathematical Finance, Financial Markets and Portfolio Management, International Journal of Theoretical and Applied Finance, Wilmott Magazine, Finans/Invest, Risks.Â
He has been course responsible for Portfolio Theory (Porteføljeteori) at cand.merc.FIR and Empirical Finance at cand.merc.FIN.
At UCPH he has been been teaching primarily in mathematical finance since 2016.
He has supervised more than 150 students at the bachelor and msc level, including many from CBS.