About the lab

Danske Bank Quantitative Research

Project

Danske Lab internal project for the development of revaluation proxies based on linear static hedge

Static Hedge Proxies

Research Proposal

Oct 2018

Revaluation of trading books in simulated markets: an exact solution for linear transactions

Lab head

DANSKE BANK

Department

Markets

View profile

Members (3)

Brian Norsk Huge

Danske Bank

DANSKE BANK

Brian Fuglsbjerg

Jakob Langgaard Nielsen

Not confirmed yet

Alumni (2)

Jesper Andreasen

Saxobank

Hans-Jørgen Flyger

Saxo Bank

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