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Delta hedging a portfolio of s...
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The journal of structured finance
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1
The securitization markets handbook : structures and dynamics of mortgage- and asset-backed securities
Stone, Charles A.
;
Zissu, Anne-Marie
;
Zissu, Anne-Marie
-
2012
-
2. ed.
Persistent link: https://www.econbiz.de/10009660262
Saved in:
2
The securitization markets handbook : structures and dynamics of mortgage- and asset-backed securities
Stone, Charles A.
;
Zissu, Anne-Marie
-
2005
-
1. ed.
Persistent link: https://www.econbiz.de/10002174963
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
Fund of fund securitizations
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 62-68
Persistent link: https://www.econbiz.de/10002108952
Saved in:
6
Securitization: the transformation of illiquid financial assets into liquid capital market securities : examples from the European market
Stone, Charles A.
;
Zissu, Anne-Marie
-
2000
Persistent link: https://www.econbiz.de/10001525612
Saved in:
7
The shock of COVID-19 and the shock of rapid vaccine development on the value of senior life settlement contracts
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Risk management and insurance review
26
(
2023
)
3
,
pp. 393-406
Persistent link: https://www.econbiz.de/10014427202
Saved in:
8
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-Marie
- In:
Journal / The Capco Institute : journal of financial …
25
(
2009
),
pp. 8-11
Persistent link: https://www.econbiz.de/10003904876
Saved in:
9
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:
10
New findings on older people's life expectancies confirm Gompertz Law : the impact on the value of securitized life settlements
Gavrilov, Leonid A.
;
Gavrilova, Natalia S.
;
Stone, …
- In:
The journal of structured finance
20
(
2014/15
)
2
,
pp. 66-73
Persistent link: https://www.econbiz.de/10010405038
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