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Daniel Sommer
University of Bonn
Prof.
Postfach 2220
Bonn, D-53012
Germany
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Tel: +49 69 7447 2719
Fax: +49 69 7447 1579
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SCHOLARLY PAPERS
3
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CROSSREF CITATIONS
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Scholarly Papers (3)
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1.
Factor Models and the Shape of the Term Structure
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1,620
(19,541)
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2
Factor Models and the Shape of the Term Structure
Number of pages: 26
Posted: 01 Feb 1997
Erik Schlögl
and Daniel Sommer
University of Technology Sydney (UTS), Quantitative Finance Research Centre and University of Bonn
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Abstract:
Factor Models and the Shape of the Term Structure
The Journal of Financial Engineering, Volume 7, Number 1 (March 1998)
Posted: 22 Apr 1998
Erik Schlögl
and Daniel Sommer
University of Technology Sydney (UTS), Quantitative Finance Research Centre and University of Bonn
Abstract:
2.
On Short Rate Processes and Their Implications for Term Structure Movements
Posted: 08 Sep 1999
Erik Schlögl
and Daniel Sommer
University of Technology Sydney (UTS), Quantitative Finance Research Centre and University of Bonn
Abstract:
3.
A Systematic Approach to Pricing and Hedging of International Derivatives with Interest-Rate Risk
Posted: 31 Dec 1998
Rüdiger Frey
and Daniel Sommer
ETH Zürich and University of Bonn
Abstract:
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