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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

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-Marie - In: The journal of structured finance 18 (2012) 1, pp. 137-143

Persistent link: https://www.econbiz.de/10009553630

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

Securitization of financial asset/liability products with longevity risk

Ortiz, Carlos E.; Stone, Charles A.; Zissu, Anne-Marie - In: Journal / The Capco Institute : journal of financial … 30 (2010), pp. 89-91

Persistent link: https://www.econbiz.de/10008938816

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

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

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

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