Concepedia

Dieter Sondermann

DS

Statistics

Publications

13

Citations

1.6K

H-Index

12

Active since

1972

Affiliations

University of Bonn(Current)

Escola Brasileira de Economia e Finanças

Universität Hamburg

Dieter Sondermann is an author at University of Bonn specializing in business, economics, and finance.

Top concepts

BusinessEconomicsFinanceAsset PricingManagementMonetary PolicyFinancial EconomicsInsuranceEconomic AnalysisMathematical Programming

Publications per year

1972–1997

13

Publications

13

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

Hedging of non-redundant contingent claims

Dieter Sondermann · RePEc: Research Papers in Economics · 1985 · 475 citations

Non-redundant Contingent Claims, Management, Law +4

Arrow's theorem, many agents, and invisible dictators

Alan Kirman, Dieter Sondermann · Journal of Economic Theory · 1972 · 247 citations

Invisible Dictators, Automated Reasoning, Agent Theory +2

Reinsurance in arbitrage-free markets

Dieter Sondermann · Insurance Mathematics and Economics · 1991 · 65 citations

Economics, Insurance Markets, Asset Pricing +8

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

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