Klaus Sandmann
Names
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Klaus |
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Sandmann |
Identifer
Contact
Affiliations
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Rheinische Friedrich-Wilhelms-Universität Bonn
/ Wirtschaftswissenschaftlicher Fachbereich
/ Institute für Finanzmarktökonomik und Statistik (IFS)
Research profile
author of:
- Return Guarantees with Delayed Payment (RePEc:bla:germec:v:9:y:2008:i:2:p:207-231)
by Antje B. Mahayni & Klaus Sandmann - Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates (RePEc:bla:jfinan:v:52:y:1997:i:1:p:409-30)
by Miltersen, Kristian R & Sandmann, Klaus & Sondermann, Dieter - The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach1 (RePEc:bla:mathfi:v:3:y:1993:i:2:p:201-216)
by Klaus Sandmann - A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures (RePEc:bla:mathfi:v:7:y:1997:i:2:p:119-125)
by Klaus Sandmann & Dieter Sondermann - Return Guarantees with Delayed Payment (RePEc:bpj:germec:v:9:y:2008:i:2:p:207-231)
by Mahayni Antje B. & Sandmann Klaus - Strukturierte Zinsswaps vor den Berufungsgerichten: eine Zwischenbilanz (RePEc:bpj:zfbrbw:v:22:y:2010:i:2:p:77-95:n:1)
by Köndgen Johannes & Sandmann Klaus - Pricing Bounds on Asian Options (RePEc:cup:jfinqa:v:38:y:2003:i:02:p:449-473_00)
by Nielsen, J. Aase & Sandmann, Klaus - Equity-linked life insurance: A model with stochastic interest rates (RePEc:eee:insuma:v:16:y:1995:i:3:p:225-253)
by Aase Nielsen, J. & Sandmann, Klaus - Equity-linked pension schemes with guarantees (RePEc:eee:insuma:v:49:y:2011:i:3:p:547-564)
by Nielsen, J. Aase & Sandmann, Klaus & Schlögl, Erik - New No-arbitrage Conditions and the Term Structure of Interest Rate Futures (RePEc:kap:annfin:v:2:y:2006:i:3:p:303-325)
by Kristian Miltersen & J. Nielsen & Klaus Sandmann - Book reviews (RePEc:kap:jeczfn:v:55:y:1992:i:2:p:221-244)
by C. Seidl & G. Nöldeke & H. Zink & K. Sandmann & Y. Ishii & H. Welsch & F. Winden & K. Laski - Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts (RePEc:pal:genrir:v:21:y:1996:i:1:p:65-102)
by J. Aase Nielsen & Klaus Sandmann - Pricing of Asian exchange rate options under stochastic interest rates as a sum of options (RePEc:spr:finsto:v:6:y:2002:i:3:p:355-370)
by Klaus Sandmann & J. Aase Nielsen - Unknown item RePEc:taf:apfiec:v:23:y:2013:i:8:p:709-727 (article)
- The pricing of Asian options under stochastic interest rates (RePEc:taf:apmtfi:v:3:y:1996:i:3:p:209-236)
by J. A. Nielsen & K. Sandmann - Equity-Linked Pension Schemes with Guarantees (RePEc:uts:rpaper:270)
by J. Aase Nielsen & Klaus Sandmann & Erik Schlogl - It'S Your Choice: A Unified Approach To Chooser Options (RePEc:wsi:ijtafx:v:13:y:2010:i:01:n:s0219024910005711)
by Klaus Sandmann & Manuel Wittke - In-Arrears Term Structure Products: No Arbitrage Pricing Bounds And The Convexity Adjustments (RePEc:wsi:ijtafx:v:15:y:2012:i:08:n:s0219024912500549)
by An Chen & Klaus Sandmann