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Ortiz, Carlos Humberto
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Stone, Charles A.
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1
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:
2
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
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
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:
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
When do securitized reverse mortgages become liabilities
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of structured finance
19
(
2013
)
1
,
pp. 57-64
Persistent link: https://www.econbiz.de/10010339903
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