//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Sommer, Daniel"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Hedging
10
Optionspreistheorie
10
Theorie
10
Option pricing theory
9
Zinsstruktur
7
Yield curve
6
CAPM
4
Devisenmarkt
4
Economic statistics
4
Emissionsgeschäft
4
Foreign exchange market
4
Interest rate risk
4
Wirtschaftsstatistik
4
Zinsrisiko
4
Exchange rate risk
3
Statistik
3
Underwriting business
3
Wahrscheinlichkeitsrechnung
3
Währungsrisiko
3
Zero-Bond
3
Zero-coupon bond
3
Innovation
2
Innovation management
2
Innovationsmanagement
2
Multinationales Unternehmen
2
Patent
2
Probability theory
2
Risikomanagement
2
Transnational corporation
2
Zinsstrukturtheorie
2
Zinsänderungsrisiko
2
arbitrage
2
exchange rate risk
2
hedging
2
interest rate risk
2
Arbitrage
1
Asset Management
1
Auslandsinvestition
1
B- und C-Standorte
1
more ...
less ...
Type of publication
All
Book / Working Paper
7
Article
2
Type of publication (narrower categories)
All
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
6
Forschungsbericht
6
Working Paper
6
Article in journal
2
Aufsatz in Zeitschrift
2
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
9
Author
All
Sommer, Daniel
9
Frey, Rüdiger
2
Schlögl, Erik
2
Published in...
All
Discussion paper / B
6
Applied mathematical finance
1
European financial management : the journal of the European Financial Management Association
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel
-
1997
Persistent link: https://www.econbiz.de/10000954639
Saved in:
2
Factor models and the shape of the term structure
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000954666
Saved in:
3
Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel
- In:
European financial management : the journal of the …
3
(
1997
)
3
,
pp. 269-292
Persistent link: https://www.econbiz.de/10001541513
Saved in:
4
A systematic approach to pricing and hedging international derivatives with interest rate risk : analysis of international derivatives under stochastic interest rates
Frey, Rüdiger
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 295-317
Persistent link: https://www.econbiz.de/10001217786
Saved in:
5
Continuous-time limits in the generalized Ho-Lee framework under the forward measure
Sommer, Daniel
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946114
Saved in:
6
Valuation of contingent claims with interest and exchange rate risk and the exogenous issuing of new bonds
Sommer, Daniel
-
1996
Persistent link: https://www.econbiz.de/10000952089
Saved in:
7
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908122
Saved in:
8
Continuous time limits in the generalized Ho/Lee framework under the risk-neutral- and forward-measures
Sommer, Daniel
-
1994
Persistent link: https://www.econbiz.de/10000886970
Saved in:
9
On short rate processes and their implications for term structure movements
Schlögl, Erik
-
1994
Persistent link: https://www.econbiz.de/10000903338
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->