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Welcome

I have a multifaceted understanding of equity and fund linked derivatives markets (products, strategies, models, market structure, pricing and hedging), and fund products in general. I am currently Managing Director at TIAA Global Asset Management.  

My research focuses on time series econometrics (volatility modeling, long memory, (perturbed) fractional processes and fractional cointegration) and applications in areas of financial decision making (using e.g. high-frequency data). If you are interested in my research area, please take a look at my papers or CV.

OFFICE ADDRESS & CONTACTS:

TIAA Global Asset Management
EMEA Institutional Business
201 BIshopsgate
London, EC2M 3BN 


Phone: 
Mobile: +45 6130 9899

 

 

You are visitor number  since October, 2005.

 

E-mail:                 per@skaarupfrederiksen.dk

Web site:                 www.skaarupfrederiksen.dk/phf

 

 

      

 

Skaarup Frederiksen 2005