Klaus Sandmann
(Professor of Business Administration)
| main research fields: | option pricing theory, term structure of interest rates, life and pension insurance |
| office phone number: | +49 (0)228 739228 |
| email address: |
k.sandmann(at)uni-bonn.de |
| Personal Homepage: | http://www.finance.uni-bonn.de/institut/sandmann |
Selected Publications :
- Miltersen, K.; K. Sandmann and D. Sondermann (1997): Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates; The Journal of Finance 52(1), 409-430.
- Nielsen, J.A. and K. Sandmann (2003): Pricing Bounds on Asian Options; Journal of Financial and Quantitative Analysis 38(2), 449-473
Brief CV :
- Dr. rer. pol.: University of Bonn, 1990
- Habilitation: University of Bonn, 1996
- Previous positions: Professor of Banking, University of Mainz (1996-2002)
