Sandmann, Klaus.
Sandmann, Klaus, Dr.
VIAF ID: 49529170 ( Personal )
Permalink: http://viaf.org/viaf/49529170
Preferred Forms
- 200 _ | ‡a Sandmann ‡b Klaus
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- 100 1 _ ‡a Sandmann, Klaus
- 100 1 _ ‡a Sandmann, Klaus
- 100 1 0 ‡a Sandmann, Klaus
- 100 1 _ ‡a Sandmann, Klaus
- 100 1 _ ‡a Sandmann, Klaus, ‡c Dr.
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4xx's: Alternate Name Forms (2)
Works
Title | Sources |
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Advances in finance and stochastics : essays in honour of Dieter Sondermann | |
Arbitrage und die Bewertung von Zinssatzoptionen, c1991: | |
direct approach to dept option pricing | |
Down-and-out-Call Bewertungstheorie, numerische Verfahren und Simulationsstudie | |
Einführung in die Stochastik der Finanzmärkte | |
Equity linked life insurance a model with stochastic interest rates | |
European and American barrier options a discrete time approach and further extensions | |
intertemporal interest rate market model: complete markets | |
On the stability of lognormal interest rate models | |
pricing of Asian options under stochastic interest rates | |
simulation study of binomial term structure models their stability and the term structure movements they imply | |
Zur Bewertung von Caps und Floors |