معرفی
Rolf Poulsen is a Professor at the Department of Mathematical Sciences, University of Copenhagen. His work focuses on financial theory, derivative assets, and mathematical finance with applications to mortgage markets, portfolio selection, and model risk assessment.
- Institution: University of Copenhagen
- Department: Department of Mathematical Sciences
- Email: rolf@math.ku.dk
- Phone: +4535320685
Research Interests: Specializing in interest rate and exchange rate modeling, optimal mortgage and pension choices, and model risk analysis. His work intersects financial mathematics, stochastic processes, and computational finance, particularly in derivative pricing and market volatility dynamics.
Recent Publications: Active in exploring connections between classical financial models (Black-Scholes, Merton) and modern machine learning approaches, while critically examining market efficiency and model reliability in crisis scenarios.
