Similar Search Results

Problemlösung oder riskantes Investment?

Sommer, Daniel - In: Die Bank (2014) 12, pp. 14-15

Persistent link: https://www.econbiz.de/10010437511

Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds

Sommer, Daniel - In: European financial management : the journal of the … 3 (1997) 3, pp. 269-292

Persistent link: https://www.econbiz.de/10001541513

A systematic approach to pricing and hedging international derivatives with interest rate risk: analysis of international derivatives under stochastic interest rates

Frey, Rudiger; Sommer, Daniel - In: Applied Mathematical Finance 3 (1996) 4, pp. 295-317

This paper deals with the valuation and the hedging of non-path-dependent European options on one or several underlying assets in a model of an international economy allowing for both, interest rate risk and exchange rate risk. Using martingale theory and, in particular, the change of numeraire...

Persistent link: https://www.econbiz.de/10009279095

Pricing and Hedging of Contingent Claims in Term Structure Models with Exogenous Issuing of New Bonds

Sommer, Daniel - In: European Financial Management 3 (1997) 3, pp. 269-292

Persistent link: https://www.econbiz.de/10005063494

A systematic approach to pricing and hedging international derivatives with interest rate risk : analysis of international derivatives under stochastic interest rates

Frey, Rüdiger - In: Applied mathematical finance 3 (1996) 4, pp. 295-317

Persistent link: https://www.econbiz.de/10001217786

Integrierte Gesamtbanksteuerung

Spielberg, Holger; Sommer, Daniel; Dankenbring, Henning - In: Bankenrating : Kreditinstitute auf dem Prüfstand, (pp. 323-352). 2004

Persistent link: https://www.econbiz.de/10002051671

Geschäftsmodelle und Regulatorik

Mayer, Matthias; Sommer, Daniel; Spielberg, Holger; … - In: Zeitschrift für das gesamte Kreditwesen : Pflichtblatt … 67 (2014) 4, pp. 170-172

Persistent link: https://www.econbiz.de/10010243513

Die Implementierung von Intensitätsmodellen

Schönbucher, Philipp J.; Sommer, Daniel - In: Kreditderivate : Handbuch für die Bank- und Anlagepraxis, (pp. 639-659). 2005

Persistent link: https://www.econbiz.de/10002613780

Pricing and Hedging of Contingent Claims in Term Structure Models with Exogenous Issuing of New Bonds

Sommer, Daniel - In: European financial management : the journal of the … 3 (1997) 3, pp. 269-292

Persistent link: https://www.econbiz.de/10005979716

The impact of frugal innovation on sustainability : a systematic literature review

Stöber, Lea F.; Sommer, Daniel; Ebersberger, Bernd - In: International journal of innovation management : IJIM 26 (2022) 8, pp. 1-48

Persistent link: https://www.econbiz.de/10014366857