Concepedia
Statistics
Publications
12
Citations
892
H-Index
10
Active since
1993
Affiliations
University of Bonn(Current)
Escola Brasileira de Economia e Finanças
Aarhus University
Klaus Sandmann is an author at University of Bonn specializing in business, finance, and asset pricing.
Top concepts
BusinessFinanceAsset PricingFinancial EngineeringEconomicsOption PricingFinancial EconomicsInsuranceManagementEngineering
Publications per year
1993–2003
Closed Form Solutions for Term Structure Derivatives with Log‐Normal Interest Rates
Kristian R. Miltersen, Klaus Sandmann, Dieter Sondermann · The Journal of Finance · 1997 · 585 citations
Term Structure Model, Financial Economics, Asset Pricing +10
Equity-linked life insurance: A model with stochastic interest rates
J. Aase Nielsen, Klaus Sandmann · Insurance Mathematics and Economics · 1995 · 101 citations
Economics, Financial Risk Management, Health Insurance +7
A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures
Klaus Sandmann, Dieter Sondermann · Mathematical Finance · 1997 · 63 citations
Eurodollar Futures, Monetary Policy, Economics +12
Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts
J. Aase Nielsen, Klaus Sandmann · The Geneva Risk and Insurance Review · 1996 · 25 citations
Fair Premium, Private Insurance, Management +6
The pricing of Asian options under stochastic interest rates
J. Aase Nielsen, Klaus Sandmann · Applied Mathematical Finance · 1996 · 24 citations
Option Pricing, Gaussian Framework, Engineering +14
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