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~person:"Sandmann, Klaus"
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Interest rate risk
5
Zinsrisiko
5
Option pricing theory
4
Optionspreistheorie
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Theorie
4
Theory
4
Actuarial mathematics
3
Lebensversicherung
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Sandmann, Klaus
Memmel, Christoph
23
Wilkens, Marco
16
Wiedemann, Arnd
15
Berdin, Elia
11
Entrop, Oliver
10
Schnabl, Philipp
10
Söderlind, Paul
10
Verdelhan, Adrien
10
Broll, Udo
9
Drechsler, Itamar
9
Savov, Alexi
9
Thesmar, David
9
Fabozzi, Frank J.
8
Hull, John
8
Landier, Augustin
8
Vuillemey, Guillaume
8
Basten, Christoph
7
Drehmann, Mathias
7
Gantenbein, Pascal
7
Guin, Benjamin
7
Jaenicke, Johannes
7
Lai, Van Son
7
Lustig, Hanno
7
Reuse, Svend
7
Spremann, Klaus
7
Aizenman, Joshua
6
Alvarez, Luis H. R.
6
Gründl, Helmut
6
Hall, George J.
6
Koskela, Erkki
6
Lioui, Abraham
6
Nawalkha, Sanjay K.
6
Rolfes, Bernd
6
Sargent, Thomas J.
6
Sraer, David
6
Bessler, Wolfgang
5
English, William B.
5
Hoffmaister, Alexander W.
5
Koch, Cathérine
5
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Discussion paper / B
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Oberwolfach
1
Special issue on insurance and financial risk management
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The Geneva papers on risk and insurance theory
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ECONIS (ZBW)
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It's your choice : a unified approach to chooser options
Sandmann, Klaus
;
Wittke, Manuel
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 139-161
Persistent link: https://www.econbiz.de/10008860419
Saved in:
2
Uniqueness of the fair premium for equity-linked life insurance contracts
Nielsen, J. Aase
;
Sandmann, Klaus
-
1996
Persistent link: https://www.econbiz.de/10000624011
Saved in:
3
Uniqueness of the fair premium for equity-linked life insurance contracts
Aase Nielsen, Jørgen
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 65-102
Persistent link: https://www.econbiz.de/10001334891
Saved in:
4
Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen
-
1994
Persistent link: https://www.econbiz.de/10000897651
Saved in:
5
The pricing of options with an uncertain interest rate : a discrete-time approach
Sandmann, Klaus
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 201-216
Persistent link: https://www.econbiz.de/10001333344
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