European University Institute Library
Sommer, Daniel, 1850-1940
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http://bibfra.me/vocab/lite/Person
Date
1850-1940
Label
Sommer, Daniel, 1850-1940
Name
Sommer, Daniel
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Contributor of
2
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Factor models and the shape of the term structure
Creator of
3
Continuous-time limits in the generalised Ho/Lee framework under the risk-neutral and forward measures
Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Continuous time limits in the generalized Ho/Lee framework under the risk-neutral-and-forward-measures
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