Klaus Sandmann
Klaus Sandmann
Professor of Finance and Insurance, University of Bonn
Verified email at uni-bonn.de - Homepage
Title
Cited by
Cited by
Year
Closed form solutions for term structure derivatives with log‐normal interest rates
KR Miltersen, K Sandmann, D Sondermann
The Journal of Finance 52 (1), 409-430, 1997
7501997
Equity-linked life insurance: A model with stochastic interest rates
JA Nielsen, K Sandmann
Insurance: Mathematics and Economics 16 (3), 225-253, 1995
1481995
Pricing bounds on Asian options
JA Nielsen, K Sandmann
Journal of Financial and Quantitative Analysis 38 (2), 449-473, 2003
1432003
Einführung in die Stochastik der Finanzmärkte
K Sandmann
Springer-Verlag, 2013
1282013
A note on the stability of lognormal interest rate models and the pricing of Eurodollar futures
K Sandmann, D Sondermann
Mathematical Finance 7 (2), 119-125, 1997
1111997
DISCUSSION PAPER B {180 A TERM STRUCTURE MODEL AND THE PRICING OF INTEREST RATE DERIVATIVE
K Sandmann, D Sondermann
Review of Futures Markets 12 (2), 391-423, 1993
791993
Advances in finance and stochastics: essays in honour of Dieter Sondermann
K Sandmann, PJ Schönbucher
Springer Science & Business Media, 2013
72*2013
Closed Form Term Structure Derivatives in a Heath-Jarrow Morton Model with Log-normal Annually Compounded Interest Rates
K Sandmann, D Sondermann, KR Miltersen
Univ., Sonderforschungsbereich 303, 1994
681994
Uniqueness of the fair premium for equity-linked life insurance contracts
JA Nielsen, K Sandmann
The Geneva Papers on Risk and Insurance Theory 21 (1), 65-102, 1996
421996
A discrete time approach for European and American barrier options
M Reimer, K Sandmann
Available at SSRN 6075, 1995
361995
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options
JA Nielsen, K Sandmann
Finance and Stochastics 6 (3), 355-370, 2002
332002
The pricing of Asian options under stochastic interest rates
JA Nielsen, K Sandmann
Applied Mathematical Finance 3 (3), 209-236, 1996
301996
On the stability of lognormal interest rate models
K Sandmann, D Sondermann
Rheinische Friedrich-Wilhelms-Universität Bonn, 1993
201993
Equity-linked pension schemes with guarantees
JA Nielsen, K Sandmann, E Schlögl
Insurance: Mathematics and Economics 49 (3), 547-564, 2011
172011
A term structure model and the pricing of interest rate options
K Sandmann, D Sondermann
Sonderforschungsbereich 303, 1989
151989
Log-normal interest rate models: stability and methodology
K Sandmann, D Sondermann
Available at SSRN 911, 1997
131997
On the stability of log-normal interest rate models and the pricing of Eurodollar futures
K Sandmann, D Sondermann
Available at SSRN 6144, 1995
121995
The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach1
K Sandmann
Mathematical Finance 3 (2), 201-216, 1993
101993
Zur Bewertung von Caps und Floors
K Sandmann, D Sondermann
Discussion Paper Serie B, 1988
91988
Arbitrage und die Bewertung von Zinssatzoptionen
K Sandmann
Springer-Verlag, 2013
82013
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