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~person:"Sandmann, Klaus"
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Interest rate derivative
11
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11
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10
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9
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9
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7
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Sandmann, Klaus
Hautsch, Nikolaus
18
Hess, Dieter
17
Chiarella, Carl
15
Subrahmanyam, Marti G.
15
Björk, Tomas
14
Upper, Christian
14
Moessner, Richhild
13
Schlögl, Erik
13
Akram, Tanweer
12
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12
Mamun, Khawaja Abdullah al
12
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12
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12
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12
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12
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11
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11
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11
Moraleda Novo, Juan Manuel
11
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11
Fang, Victor
10
Ito, Takayasu
10
White, Alan
10
Chen, Ren-Raw
9
Fabozzi, Frank J.
9
Herwartz, Helmut
9
Jarrow, Robert A.
9
Miltersen, Kristian R.
9
Burgess, Nicholas
8
Gay, Gerald D.
8
Grbac, Zorana
8
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8
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8
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8
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7
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7
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7
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7
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Deutsche Forschungsgemeinschaft
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
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Discussion paper / B
6
Annals of finance
1
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1
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1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
11
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1
New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
Saved in:
2
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
;
Sondermann, Dieter
-
1997
Persistent link: https://www.econbiz.de/10000954624
Saved in:
3
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
Saved in:
4
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
-
1995
Persistent link: https://www.econbiz.de/10000908299
Saved in:
5
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013276400
Saved in:
6
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
Saved in:
7
Anwendungen eines Binomialmodells der Zinsstruktur auf Markdaten von Zinssatzoptionen : eine empirische Untersuchung zu diskreten 1-Faktor-Zinsstrukturmodellen
Borries, Daniel von
-
1993
Persistent link: https://www.econbiz.de/10000347802
Saved in:
8
Arbitrage und die Bewertung von Zinssatzoptionen
Sandmann, Klaus
-
1991
Persistent link: https://www.econbiz.de/10013357862
Saved in:
9
Zur Bewertung von Caps und Floors
Sondermann, Dieter
- In:
Journal of business economics : JBE
60
(
1990
)
11
,
pp. 1205-1238
Persistent link: https://www.econbiz.de/10001094434
Saved in:
10
A term structure model and the pricing of interest rate options
Sandmann, Klaus
;
Sondermann, Dieter
-
1989
Persistent link: https://www.econbiz.de/10000781468
Saved in:
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