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Delta hedging a portfolio of s...
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Ortiz, Carlos Humberto
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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
Saved in:
2
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
Saved in:
3
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
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
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:
6
Reverse engineering of prepayment functions and the potential applications for MSRs and IOs valuation
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of structured finance
22
(
2016
)
3
,
pp. 45-54
Persistent link: https://www.econbiz.de/10011615283
Saved in:
7
Beer annuities : hold the interest and principal
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 108-114
Persistent link: https://www.econbiz.de/10011687432
Saved in:
8
Life settlement value profiles across different death rate distributions
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of structured finance
24
(
2018
)
3
,
pp. 100-110
Persistent link: https://www.econbiz.de/10011951107
Saved in:
9
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
Saved in:
10
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
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