Narrow search
Showing 1 - 10 of 23
Cover Image
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
Cover Image
Problemlösung oder riskantes Investment?
Sommer, Daniel - In: Die Bank (2014) 12, pp. 14-15
Persistent link: https://www.econbiz.de/10010437511
Cover Image
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
Cover Image
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
Cover Image
Continuous-time limits in the generalised Ho-Lee framework under the risk-neutral and forward measures
Sommer, Daniel - 1994
Persistent link: https://www.econbiz.de/10000891387
Cover Image
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/10000614512
Cover Image
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
Cover Image
Factor models and the shape of the term structure
Schlögl, Erik - 1997
Persistent link: https://www.econbiz.de/10000954666
Cover Image
Geschäftsmodelle und Regulatorik
Mayer, Matthias; Sommer, Daniel; Spielberg, Holger; … - In: Zeitschrift für das gesamte Kreditwesen : Pflichtblatt … 67 (2014) 4, pp. 170-172
Persistent link: https://www.econbiz.de/10010243513
Cover Image
Die Implementierung von Intensitätsmodellen
Schönbucher, Philipp J.; Sommer, Daniel - In: Kreditderivate : Handbuch für die Bank- und Anlagepraxis, (pp. 639-659). 2005
Persistent link: https://www.econbiz.de/10002613780