European University Institute Library
Sandmann, Klaus
Type
http://bibfra.me/vocab/lite/Person
Label
Sandmann, Klaus
Name
Sandmann, Klaus
Actions
Share resources by the Person
Incoming Resources
Contributor of
5
Security linked life policies under stochastic interest rates
Equity-linked life insurance, a model with stochastic interest rates
Asian exchange rate options under stochastic interest rates, pricing as a sum of delayed payment options
The pricing of Asian options under stochastic interest rates
Advances in finance and stochastics, essays in honour of Dieter Sondermann, Klaus Sandmann, Philip Schönbucher (eds.)
Creator of
3
Log-normal interest rate models, stability and methodology
European and American barrier options, a discrete time approach and further extensions
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Link Analysis