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Theorie
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16
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Article
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English
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Stone, Charles A.
7
Zissu, Anne-Marie
7
Ortiz, Carlos E.
2
Ortiz, Carlos
1
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Journal of risk finance : the convergence of financial products and insurance
2
The journal of structured finance
2
Applied financial economics letters
1
Economics letters
1
The journal of real estate finance and economics
1
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ECONIS (ZBW)
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1
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:
2
Fixed income securities with a zero Macaulay duration : senior life settlements
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 205-207
Persistent link: https://www.econbiz.de/10003725360
Saved in:
3
Choosing a discount point contract rate combination
Stone, Charles A.
- In:
The journal of real estate finance and economics
3
(
1990
)
3
,
pp. 283-293
Persistent link: https://www.econbiz.de/10001106023
Saved in:
4
A causality-effect between bid premium and outcome of tender offer
Zissu, Anne-Marie
- In:
Economics letters
4
(
1989
),
pp. 349-351
Persistent link: https://www.econbiz.de/10001065362
Saved in:
5
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:
6
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
Saved in:
7
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
Saved in:
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