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Einführung in die Stochastik der Finanzmärkte

Sandmann, Klaus - 2001 - 2., verbesserte und erweiterte Auflage

Persistent link: https://www.econbiz.de/10001498159

The pricing of options with an uncertain interest rate : a discrete-time approach

Sandmann, Klaus - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 201-216

Persistent link: https://www.econbiz.de/10001333344

Einführung in die Stochastik der Finanzmärkte : mit 19 Tabellen

Sandmann, Klaus - 1999

Persistent link: https://www.econbiz.de/10001354860

The pricing of options with an uncertain interest rate : a discrete time approach

Sandmann, Klaus - 1989

Persistent link: https://www.econbiz.de/10013276566

Einführung in die Stochastik der Finanzmärkte

Sandmann, Klaus - 2010 - 3., vollst. überarb. und erw. Aufl.

Persistent link: https://www.econbiz.de/10003856589

Closed form term structure derivatives in a Heath-Jarrow-Morton Model with log-normal annually compounded interest rates

Sandmann, Klaus; Sondermann, Dieter; Miltersen, Kristian - Sonderforschungsbereich Information und die … - 1994

Starting with observable annually compounded forward rates we derive a term structure model of interest rates. The model relies upon the assumption that a specific set of annually compounded forward rates is log-normally distributed. We derive solutions for interest rate caps and floors as well...

Persistent link: https://www.econbiz.de/10005841389