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~person:"Sandmann, Klaus"
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Search: subject_exact:"Zinsderivat"
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Interest rate derivative
11
Zinsderivat
11
Yield curve
10
Zinsstruktur
10
Theorie
9
Theory
9
CAPM
7
Arbitrage
1
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Sandmann, Klaus
Hess, Dieter
21
Hautsch, Nikolaus
18
Chiarella, Carl
15
Subrahmanyam, Marti G.
15
Björk, Tomas
14
Moessner, Richhild
13
Schlögl, Erik
13
Akram, Tanweer
12
Joshi, Mark S.
12
Mamun, Khawaja Abdullah al
12
Mercurio, Fabio
12
Pelsser, Antoon André Jean
12
Rebonato, Riccardo
12
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12
Upper, Christian
12
Bhar, Ramaprasad
11
Bianchetti, Marco
11
Moraleda Novo, Juan Manuel
11
Fang, Victor
10
Ito, Takayasu
10
Jarrow, Robert A.
10
Söderlind, Paul
10
Werner, Thomas
10
White, Alan
10
Chen, Ren-Raw
9
Gerhard, Frank
9
Herwartz, Helmut
9
Miltersen, Kristian R.
9
Burgess, Nicholas
8
Fabozzi, Frank J.
8
Fornari, Fabio
8
Gay, Gerald D.
8
Grbac, Zorana
8
Jermann, Urban J.
8
Kolb, Robert W.
8
Malhotra, Davinder Kumar
8
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8
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8
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8
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Deutsche Forschungsgemeinschaft
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
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Discussion paper / B
6
Annals of finance
1
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1
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1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
11
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1
New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
Saved in:
2
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
;
Sondermann, Dieter
-
1997
Persistent link: https://www.econbiz.de/10000954624
Saved in:
3
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:
4
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:
5
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:
6
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
Saved in:
7
Anwendungen eines Binomialmodells der Zinsstruktur auf Markdaten von Zinssatzoptionen : eine empirische Untersuchung zu diskreten 1-Faktor-Zinsstrukturmodellen
Borries, Daniel von
-
1993
Persistent link: https://www.econbiz.de/10000347802
Saved in:
8
Arbitrage und die Bewertung von Zinssatzoptionen
Sandmann, Klaus
-
1991
Persistent link: https://www.econbiz.de/10013357862
Saved in:
9
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:
10
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:
11
An intertemporal interest rate market model : complete markets
Sandmann, Klaus
-
1988
Persistent link: https://www.econbiz.de/10000125430
Saved in:
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