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Klaus Sandmann

Personal Details

First Name:Klaus
Middle Name:
Last Name:Sandmann
Suffix:
RePEc Short-ID:psa599
[This author has chosen not to make the email address public]
http://datasearch.uts.edu.au/business/finance/staff/StaffDetails.cfm?UnitStaffId=5368
University of Bonn Institut of Financial Economics and Statistics (IFS) Adenauerallee 24-42 D-53113 Bonn Germany
Terminal Degree:1991 Wirtschaftswissenschaftlicher Fachbereich; Rheinische Friedrich-Wilhelms-Universität Bonn (from RePEc Genealogy)

Affiliation

Institute für Finanzmarktökonomik und Statistik (IFS)
Wirtschaftswissenschaftlicher Fachbereich
Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany
https://www.ifs.uni-bonn.de/
RePEc:edi:fsbonde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. J. Aase Nielsen & Klaus Sandmann & Erik Schlogl, 2010. "Equity-Linked Pension Schemes with Guarantees," Research Paper Series 270, Quantitative Finance Research Centre, University of Technology, Sydney.

Articles

  1. An Chen & Markus Pelger & Klaus Sandmann, 2013. "New performance-vested stock option schemes," Applied Financial Economics, Taylor & Francis Journals, vol. 23(8), pages 709-727, April.
  2. An Chen & Klaus Sandmann, 2012. "In-Arrears Term Structure Products: No Arbitrage Pricing Bounds And The Convexity Adjustments," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(08), pages 1-24.
  3. Nielsen, J. Aase & Sandmann, Klaus & Schlögl, Erik, 2011. "Equity-linked pension schemes with guarantees," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 547-564.
  4. Köndgen Johannes & Sandmann Klaus, 2010. "Strukturierte Zinsswaps vor den Berufungsgerichten: eine Zwischenbilanz," Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB), RWS Verlag, vol. 22(2), pages 77-95, April.
  5. Klaus Sandmann & Manuel Wittke, 2010. "It'S Your Choice: A Unified Approach To Chooser Options," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 139-161.
  6. Antje B. Mahayni & Klaus Sandmann, 2008. "Return Guarantees with Delayed Payment," German Economic Review, Verein für Socialpolitik, vol. 9(2), pages 207-231, May.
  7. Kristian Miltersen & J. Nielsen & Klaus Sandmann, 2006. "New No-arbitrage Conditions and the Term Structure of Interest Rate Futures," Annals of Finance, Springer, vol. 2(3), pages 303-325, July.
  8. Nielsen, J. Aase & Sandmann, Klaus, 2003. "Pricing Bounds on Asian Options," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(2), pages 449-473, June.
  9. Klaus Sandmann & J. Aase Nielsen, 2002. "Pricing of Asian exchange rate options under stochastic interest rates as a sum of options," Finance and Stochastics, Springer, vol. 6(3), pages 355-370.
  10. Miltersen, Kristian R & Sandmann, Klaus & Sondermann, Dieter, 1997. "Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates," Journal of Finance, American Finance Association, vol. 52(1), pages 409-430, March.
  11. Klaus Sandmann & Dieter Sondermann, 1997. "A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures," Mathematical Finance, Wiley Blackwell, vol. 7(2), pages 119-125, April.
  12. J. Aase Nielsen & Klaus Sandmann, 1996. "Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 21(1), pages 65-102, June.
  13. J. A. Nielsen & K. Sandmann, 1996. "The pricing of Asian options under stochastic interest rates," Applied Mathematical Finance, Taylor & Francis Journals, vol. 3(3), pages 209-236.
  14. Aase Nielsen, J. & Sandmann, Klaus, 1995. "Equity-linked life insurance: A model with stochastic interest rates," Insurance: Mathematics and Economics, Elsevier, vol. 16(3), pages 225-253, July.
  15. Klaus Sandmann, 1993. "The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach1," Mathematical Finance, Wiley Blackwell, vol. 3(2), pages 201-216, April.
  16. C. Seidl & G. Nöldeke & H. Zink & K. Sandmann & Y. Ishii & H. Welsch & F. Winden & K. Laski, 1992. "Book reviews," Journal of Economics, Springer, vol. 55(2), pages 221-244, June.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-SEA: South East Asia (1) 2010-02-27

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