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
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
ECB publications
- 4 November 2019
- Economic Bulletin Issue ,
- 5 February 2019
- Economic Bulletin Issue ,
- 25 September 2018
- Economic Bulletin Issue ,
- 28 December 2017
- Economic Bulletin Issue ,
- 23 December 2010
External publications
- 2012
- Eurasian Economic ReviewA quantitative Mirror on the euribor market using implied probability density functions
- 2012
- Bank of England Working Paper SeriesEstimating Probability Distributions of Future Asset Prices: empirical transformations from option-implied risk-neutral to real-world density functions