Publikationen
JOURNALS
(Downloads may refer to earlier working paper versions)
- A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures
K. Sandmann and D. Sondermann (1997)
Mathematical Finance, 119-125 - A Term Structure Model and the Pricing of Interest Rate Derivatives
K. Sandmann and D. Sondermann (1993)
The Review of Future Markets 12(2), 391-423 - Zur Bewertung von Caps und Floors; Zeitschrift für Betriebswirtschaftslehre
K. Sandmann and D. Sondermann (1990)
Zeitschrift für Betriebswirtschaftslehre 11, 1205-1238
PROCEEDINGS and COTRIBUTIONS
- The Fair Premium of an Equity Linked Life and Pension Insurance
J.A. Nielsen and K. Sandmann (2002)
in P. Schönbucher and K. Sandmann (eds): Advances in Finance and Stochastics: Essays in Honor of Dieter Sondermann - Closed Form Solutions For Term Structure Derivatives with Log-Normal Interest Rates
K. Miltersen, K. Sandmann and D. Sondemann (2001)
reprint in George M. Constantinides and A.G. Malliaris (eds): Options Markets, Vol. II, The International Library of Critical Writings in Financial Economics - A Term Structure Model and the Pricing of Interest Rate Derivatives
K. Sandmann and D. Sondermann (2001)
reprint in LaneLane Hughston (eds): The new Interest Rate Models - Closed Form Term Structure Derivatives in Health- Jarrow-Morton-Model with Log-Normal Annually Compounded Interest rates
K. Miltersen, K. Sandmann and D. Sondermann (1995)
in Proceeding of the Seventh Annual European Futures Research Symposium - A Term Structure Model and Interest Rate Options
K. Sandmann and D. Sondermann (1993)
in A. Karmann, K. Mosler, M. Schader und G. Uebe (Hrsg.): Operations Research Ž92 - Interest Rate Options
K. Sandmann and D. Sondermann (1992)
in Wolf-Rüdiger Heilmann (Hrsg.): Ergebnisband der 5. Tagung "Geld, Banken und Versicherungen"
WORKING PAPERS
- On the Stability of Log-Normal Interest Rate Models and the Pricing of Eurodollar Futures
K. Sandmann and D. Sondermann (1994)
