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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

The securitization markets handbook : structures and dynamics of mortgage- and asset-backed securities

Stone, Charles A.; Zissu, Anne; Zissu, Anne-Marie - 2012 - 2. ed.

Persistent link: https://www.econbiz.de/10009660262

The securitization markets handbook : structures and dynamics of mortgage- and asset-backed securities

Stone, Charles A.; Zissu, Anne - 2005 - 1. ed.

Persistent link: https://www.econbiz.de/10002174963

Using life extension-duration and life extension-convexity to value senior life settlement contracts

Stone, Charles A.; Zissu, Anne-Marie - In: The journal of alternative investments 11 (2008/09) 2, pp. 94-108

Persistent link: https://www.econbiz.de/10003778602

The asset and liability sides of senior life settlements

Stone, Charles A.; Zissu, Anne-Marie - In: The journal of structured finance 16 (2011) 4, pp. 69-76

Persistent link: https://www.econbiz.de/10008901900

Delta hedging IO securities backed by senior life settlements

Stone, Charles A.; Zissu, Anne-Marie - In: The journal of structured finance 15 (2009) 2, pp. 93-100

Persistent link: https://www.econbiz.de/10003873227

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

Can ARMs' mortgage servicing portfolios be delta-hedged under gamma constraints?

Ortiz, Carlos E.; Stone, Charles A.; Zissu, Anne-Marie - In: Journal / The Capco Institute : journal of financial … 28 (2010), pp. 77-85

Persistent link: https://www.econbiz.de/10008937131

Life settlement value profiles across different death rate distributions

Ortiz, Carlos E.; Stone, Charles A.; Zissu, Anne-Marie - In: The journal of structured finance 24 (2018) 3, pp. 100-110

Persistent link: https://www.econbiz.de/10011951107

The securitization markets handbook : structures and dynamics of mortgage- and asset-backed securities

Stone, Charles A.; Zissu, Anne - 2012 - 2nd ed (Online-Ausg.)

A comprehensive guide to the continuously evolving world of securitization The Second Edition of The Securitization Markets Handbook is a valuable resource for both experienced money managers trying to put a securitization strategy into place as well as newcomers looking to acquire a broad and...

Persistent link: https://www.econbiz.de/10012661711