An innovative form of credit enhancement for securitized reverse mortgages: Finding paths of cross-over points isolated from changes in interest and inflation rates
Year of publication: |
2013
|
---|---|
Authors: | Ortiz, Carlos E. ; Stone, Charles A. ; Zissu, Anne |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bradford [u.a.] : Emerald, ISSN 1526-5943, ZDB-ID 20888971. - Vol. 14.2013, 4 (9.8.), p. 414-431
|
Saved in:
Saved in favorites
Similar items by person
-
Delta hedging of mortgage‐servicing portfolios under gamma constraints
Ortiz, Carlos E., (2008)
-
Delta hedging a multi‐fixed‐income‐securities portfolio under gamma and vega constraints
Ortiz, Carlos E., (2009)
-
Ortiz, Carlos E., (2013)
- More ...