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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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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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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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The return on a pool of senior life settlements
Stone, Charles A.; Zissu, Anne - In: The journal of structured finance 13 (2007/08) 2, pp. 62-69
Persistent link: https://www.econbiz.de/10009881883
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Delta hedging IO securities backed by senior life settlements
Stone, Charles A.; Zissu, Anne - In: The journal of structured finance 15 (2009) 2, pp. 93-100
Persistent link: https://www.econbiz.de/10009881949
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The asset and liability sides of senior life settlements
Stone, Charles A.; Zissu, Anne - In: The journal of structured finance 16 (2011) 4, pp. 69-76
Persistent link: https://www.econbiz.de/10009882012
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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