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Rupert de Vincent-Humphreys

Economics

Division

Prices & Costs

Current Position

Principal Economist

Fields of interest

Macroeconomics and Monetary Economics, Financial Economics, Mathematical and Quantitative Methods

Email

Rupert.de_Vincent-Humphreys@ecb.europa.eu

Biography

Education
2005-2006

Msc in Finance & Economics, London School of Economics, United Kingdom

1999-2003

MSci in Physics, University of Durham, United Kingdom

Professional experience
2016-

Principal Economist - Prices & Costs Division, Directorate General Economics, European Central Bank

2012-2016

Senior Economist - Structural Economics Division, Directorate Monetary Analysis, Bank of England

2003-2012

Economist, Bank of England

External publications
2012
Eurasian Economic Review
A quantitative Mirror on the euribor market using implied probability density functions
  • Puigvert-Gutiérrez
  • J. and de Vincent-Humphreys
  • R.
2012
Bank of England Working Paper Series
Estimating Probability Distributions of Future Asset Prices: empirical transformations from option-implied risk-neutral to real-world density functions
  • de Vincent-Humphreys
  • R. and Noss
  • J.