Dieter Sondermann
Affiliations: | 1969 | Mathematics | Friedrich-Alexander-Universität Erlangen-Nürnberg, Erlangen, Bavaria, Germany |
1969-1974 | Economics | Universität Saarbrücken | |
1974-1979 | Economics | Universität Hamburg, Hamburg, Hamburg, Germany | |
1979- | Rechts- und Staatswissenschaftliche Fakultät | Rheinische Friedrich-Wilhelms-Universität Bonn, Bonn, Nordrhein-Westfalen, Germany |
Area:
Finance, StochasticsWebsite:
https://www.bgse.uni-bonn.de/en/community-1/faculty-directory/dieter-sondermannGoogle:
"Dieter Sondermann"Children
Sign in to add traineeGuido Germano | research assistant | 1994-1995 | Universität Bonn (Chemistry Tree) |
Klaus Sandmann | grad student | 1991 | Universität Bonn |
Erik Schlögl | grad student | 1997 | Universität Bonn |
Stefan Look | grad student | 1999 | Universität Bonn |
Philipp Schönbucher | grad student | 2000 | Universität Bonn |
Christian Zühlsdorff | grad student | 2002 | Universität Bonn |
Michael Suchanecki | grad student | 2008 | Universität Bonn |
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Publications
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Dubey P, Sondermann D. (2009) Perfect Competition in an Oligopoly (Including Bilateral Monopoly) Games and Economic Behavior. 65: 124-141 |
Miltersen KR, Sandmann K, Sondermann D. (1997) Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates Journal of Finance. 52: 409-430 |
Sandmann K, Sondermann D. (1997) A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures Mathematical Finance. 7: 119-125 |
Sondermann D. (1991) Reinsurance in arbitrage-free markets Insurance Mathematics & Economics. 10: 191-202 |
Sondermann D. (1987) Currency options: Hedging and social value European Economic Review. 31: 246-256 |
Sondermann D. (1980) Uniqueness of mean maximizers and continuity of aggregate demand Journal of Mathematical Economics. 7: 135-144 |