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~person:"Sandmann, Klaus"
~subject:"Zinsstruktur"
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Search: subject_exact:"Optionsbewertung"
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Zinsstruktur
Option pricing theory
24
Optionspreistheorie
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Theorie
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10
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Sandmann, Klaus
Joshi, Mark S.
14
Schlögl, Erik
14
Schoenmakers, John
11
Filipović, Damir
10
Chen, Son-nan
9
Elliott, Robert J.
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6
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Musiela, Marek
6
Oosterlee, Cornelis W.
6
Subrahmanyam, Marti G.
6
Wu, Ting-pin
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Gnoatto, Alessandro
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5
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4
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4
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4
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Deutsche Forschungsgemeinschaft
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Applied mathematical finance
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International journal of theoretical and applied finance
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ECONIS (ZBW)
7
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1
In-arrears term structure products : no arbitrage pricing bounds and the convexity adjustments
Chen, An
;
Sandmann, Klaus
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009706335
Saved in:
2
Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus
-
2010
-
3., vollst. überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10003856589
Saved in:
3
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 355-370
Persistent link: https://www.econbiz.de/10001680678
Saved in:
4
Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus
-
2001
-
2., verbesserte und erweiterte Auflage
Persistent link: https://www.econbiz.de/10001498159
Saved in:
5
Einführung in die Stochastik der Finanzmärkte : mit 19 Tabellen
Sandmann, Klaus
-
1999
Persistent link: https://www.econbiz.de/10001354860
Saved in:
6
The pricing of Asian options under stochastic interest rates
Aase Nielsen, Jørgen
- In:
Applied mathematical finance
3
(
1996
)
3
,
pp. 209-236
Persistent link: https://www.econbiz.de/10001217777
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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