Professor Dr. David Skovmand

Biography

David Glavind Skovmand is an Associate Professor at the University of Copenhagen, specializing in financial mathematics with a strong focus on term structure models and interest rates. His primary research interests include modeling, pricing, and risk management of interest rate derivatives. Currently, he is engaged in mathematical modeling aspects of the transition from LIBOR to overnight interest rates. He teaches in various areas of mathematical finance, computational finance, and financial econometrics. David obtained his PhD from Aarhus University in 2008 after completing his cand.scient.oecon in 2004. His professional experience includes prior appointments as an Assistant Professor at Aarhus School of Business and as an external lecturer at institutions such as Copenhagen Business School and Reykjavík University. He has a solid background in research collaboration and has published numerous works in the field.

Research Interests

Experience