معرفی
Klaus Sandmann is a Professor at the Department of Economics within the Faculty of Law and Economics at the University of Bonn. He also serves as Vice Rector for Studies, Teaching, and University Development since 2021 and is affiliated with the Hausdorff Center for Mathematics and multiple DFG research training groups.
- Academic Leadership: Vice Rector (2021–present), Dean of Law and Economics Faculty (2010–2014), Chairman of Economics Department (2009–2015)
- Research Affiliations: Bonn Graduate School of Economics, DFG Research Training Groups GRK 1707 and GRK 629, Principal Investigator for DFG project on equity-linked insurance risk management
Research Interests:
Klaus Sandmann’s work focuses on Option Pricing Theory, Term Structure of Interest Rates, Life and Pension Insurance, and Risk Management. His research addresses exotic options, stochastic interest rate modeling, and equity-linked insurance products with guarantees.
Scientific Contributions:
His publications span key areas in financial economics, including Asian options, performance-vested stock schemes, and interest rate derivatives. Recent works examine convexity adjustments, delayed payment options, and guaranteed returns in pension contracts under stochastic environments.
- Selected Publications
- 2013: Performance-Vested Stock Options
- 2012: Convexity Adjustments in Term Structure
- 2011: Equity-Linked Pension Guarantees
Awards & Recognition:
Recipient of the GEFFRUB Award (1991) and GMÖOR PhD Award (1992) for outstanding contributions to financial economics and actuarial science.
Teaching & Supervision:
Currently not available for thesis supervision due to administrative duties. Previously held leadership roles in examination boards and academic governance.
