Delta hedging IO securities backed by senior life settlements
Year of publication: |
2009
|
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Authors: | Stone, Charles A. ; Zissu, Anne-Marie |
Published in: |
The journal of structured finance. - New York, NY : Pageant Media, Ltd., ISSN 1551-9783, ZDB-ID 2233898-6. - Vol. 15.2009, 2, p. 93-100
|
Subject: | Lebensversicherung | Life insurance | Sterblichkeit | Mortality | Kapitalanlage | Financial investment | Hedging | Kapitaleinkommen | Capital income | Theorie | Theory | USA | United States |
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