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Fund of Fund Securitizations
Stone, Charles A.; Zissu, Anne - In: The journal of derivatives : the official publication … 11 (2004) 4, pp. 62
Persistent link: https://www.econbiz.de/10005926803
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Securitization of Senior Life Settlements: Managing Extension Risk
Stone, Charles A.; Zissu, Anne - In: The journal of derivatives : the official publication … 13 (2006) 3, pp. 66
Persistent link: https://www.econbiz.de/10006108051
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INNOVATIONS - Synthetic Collateralized Loan Obligations: Olan Enterprises, PLC
Stone, Charles A.; Zissu, Anne - In: The journal of derivatives : the official publication … 9 (2002) 3, pp. 73
Persistent link: https://www.econbiz.de/10005944318
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ASSET BACKED COMMERCIAL PAPER: GET WITH THE PROGRAM
Stone, Charles A.; Dauphine, Paris; Zissu, Anne - In: Journal of applied corporate finance : JACF 10 (1997) 1, pp. 72-78
Persistent link: https://www.econbiz.de/10006997686
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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 - In: Journal of risk finance : the convergence of financial … 14 (2013) 4, pp. 414-431
Persistent link: https://www.econbiz.de/10010156836
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Delta hedging a two-fixed-income-securities portfolio under gamma and vega constraints : the example of mortgage servicing rights
Ortiz, Carlos E.; Stone, Charles A.; Zissu, Anne - In: Journal / The Capco Institute : journal of financial … 25 (2009), pp. 8-11
Persistent link: https://www.econbiz.de/10009895904
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Can ARMs' mortgage servicing portfolios be delta-hedged under gamma constraints?
Ortiz, Carlos E.; Stone, Charles A.; Zissu, Anne - In: Journal / The Capco Institute : journal of financial … 28 (2010), pp. 77-85
Persistent link: https://www.econbiz.de/10009895912
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Securitization of financial asset/liability products with longevity risk
Ortiz, Carlos E.; Stone, Charles A.; Zissu, Anne - In: Journal / The Capco Institute : journal of financial … 30 (2010), pp. 89-91
Persistent link: https://www.econbiz.de/10009895949
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The effect of probabilistic and stochastic valuations versus a deterministic valuation of securitized senior life settlements on the level of liquidity facility
Stone, Charles A.; Zissu, Anne - In: The journal of structured finance 18 (2012) 1, pp. 137-143
Persistent link: https://www.econbiz.de/10010004551