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forward risk adjusted measure
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Sandmann, Klaus
21
Sondermann, Dieter
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Aase Nielsen, Jørgen
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Deutsche Forschungsgemeinschaft
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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ECONIS (ZBW)
21
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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
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2
Arbitrage und die Bewertung von Zinssatzoptionen
Sandmann, Klaus
-
1991
Persistent link: https://www.econbiz.de/10013357862
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3
Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus
-
2010
-
3., vollst. überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10003856589
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4
A simulation study of binomial term structure models : their stability and the term structure movements they imply
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000855571
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5
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:
6
A term structure model and the pricing of interest rate derivatives
Sandmann, Klaus
;
Sondermann, Dieter
-
1991
Persistent link: https://www.econbiz.de/10000815479
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7
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
Saved in:
8
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:
9
An intertemporal interest rate market model : complete markets
Sandmann, Klaus
-
1988
Persistent link: https://www.econbiz.de/10000125430
Saved in:
10
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
;
Sondermann, Dieter
-
1997
Persistent link: https://www.econbiz.de/10000954624
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