David Glavind Skovmand

David Glavind Skovmand is an Associate Professor in Financial Mathematics at the Department of Mathematical Sciences, University of Copenhagen. He specializes in interest rate modeling, pricing of derivatives, and risk management.

• Education: PhD (2008) and MSc in Economics (2004) from Aarhus University

His research focuses on mathematical modeling of benchmark interest rates like LIBOR, SOFR, and ESTER. Key areas include transition risk, multicurve term structures, and backward-looking benchmarks. He applies stochastic processes and numerical analysis to derivative pricing and risk assessment.

Recent publications analyze LIBOR transition complexities, SOFR term structure dynamics, and multicurve frameworks. His work emphasizes practical implications for financial markets and regulatory compliance.

Skovmand also teaches and supervises in mathematical finance, financial econometrics, and numerical analysis. He serves as Head of Studies at his department and contributes externally as a lecturer at Copenhagen Business School and Reykjavík University.