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~person:"Sondermann, Dieter"
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Interest rate derivative
7
Zinsderivat
7
Theorie
6
Theory
6
Yield curve
6
Zinsstruktur
6
CAPM
5
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1
Internationaler Finanzmarkt
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Sondermann, Dieter
Björk, Tomas
20
Hess, Dieter
17
Chiarella, Carl
16
Hautsch, Nikolaus
15
Subrahmanyam, Marti G.
15
Moessner, Richhild
13
Schlögl, Erik
13
Akram, Tanweer
12
Bianchetti, Marco
12
Joshi, Mark S.
12
Mamun, Khawaja Abdullah al
12
Pelsser, Antoon André Jean
12
Rebonato, Riccardo
12
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12
Söderlind, Paul
12
Upper, Christian
12
Bhar, Ramaprasad
11
Jarrow, Robert A.
11
Mercurio, Fabio
11
Moraleda Novo, Juan Manuel
11
Sandmann, Klaus
11
Fang, Victor
10
Ito, Takayasu
10
Werner, Thomas
10
White, Alan
10
Chen, Ren-Raw
9
Herwartz, Helmut
9
Miltersen, Kristian R.
9
Burgess, Nicholas
8
Fabozzi, Frank J.
8
Gay, Gerald D.
8
Grbac, Zorana
8
Kolb, Robert W.
8
Landén, Camilla
8
Malhotra, Davinder Kumar
8
Ritchken, Peter H.
8
Arak, Marcelle V.
7
Azad, A. S. M. Sohel
7
Blaskowitz, Oliver
7
Caspers, Peter
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Deutsche Forschungsgemeinschaft
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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4
Journal of business economics : JBE
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
;
Sondermann, Dieter
-
1997
Persistent link: https://www.econbiz.de/10000954624
Saved in:
2
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
Saved in:
3
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
-
1995
Persistent link: https://www.econbiz.de/10000908299
Saved in:
4
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013276400
Saved in:
5
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
Saved in:
6
Zur Bewertung von Caps und Floors
Sondermann, Dieter
- In:
Journal of business economics : JBE
60
(
1990
)
11
,
pp. 1205-1238
Persistent link: https://www.econbiz.de/10001094434
Saved in:
7
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:
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