Daniel Sommer

University of Bonn

Prof.

Postfach 2220

Bonn, D-53012

Germany

SCHOLARLY PAPERS

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Scholarly Papers (3)

1.
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Citation 8

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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Citation 8

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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

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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

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3.

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