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~isPartOf:"Journal of risk finance : the convergence of financial products and insurance"
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Journal of risk finance : the convergence of financial products and insurance
The journal of structured finance
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Journal / The Capco Institute : journal of financial transformation
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Journal of Risk Finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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An innovative form of credit enhancement for securitized reverse mortgages : finding paths of cross-over points isolated from changes in interest and inflation rates
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Journal of risk finance : the convergence of financial …
14
(
2013
)
4
,
pp. 414-431
Persistent link: https://www.econbiz.de/10009788823
Saved in:
2
Delta hedging a portfolio of servicing rights under gamma and vega constraints with optimal fixed income securities
Zissu, Anne-Marie
;
Ortiz, Carlos
;
Stone, Charles A.
- In:
Journal of risk finance : the convergence of financial …
11
(
2010
)
4
,
pp. 377-400
Persistent link: https://www.econbiz.de/10008656310
Saved in:
3
Delta hedging a multi-fixed-income-securities portfolio under gamma and vega constraints
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Journal of risk finance : the convergence of financial …
10
(
2009
)
2
,
pp. 169-178
Persistent link: https://www.econbiz.de/10009523749
Saved in:
4
An innovative form of credit enhancement for securitized reverse mortgages: Finding paths of cross-over points isolated from changes in interest and inflation rates
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne
- In:
Journal of risk finance : the convergence of financial …
14
(
2013
)
4
,
pp. 414-431
Persistent link: https://www.econbiz.de/10010156836
Saved in:
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