//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Delta hedging a portfolio of s...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
16
Language
All
English
8
Undetermined
7
Spanish
1
Author
All
Zissu, Anne
14
Stone, Charles A.
13
Ortiz, Carlos E.
4
Austin Stone, Charles
1
Dauphine, Paris
1
Ortiz Quevedo, Carlos Humberto
1
Stone, Charles Austin
1
more ...
less ...
Published in...
All
The journal of structured finance
5
Journal / The Capco Institute : journal of financial transformation
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Journal of applied corporate finance : JACF
2
Financial markets, institutions & instruments
1
Journal of risk finance : the convergence of financial products and insurance
1
Lecturas de economía
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
59
RePEc
20
Other ZBW resources
8
USB Cologne (EcoSocSci)
4
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Securization: The Transformation of Illiquid Financial Assets into Liquid Capital Market Securities - Examples from the European Market - 1. INTRODUCTION - 133 . II. GENERAL PURPOS...
Stone, Charles Austin
;
Zissu, Anne
- In:
Financial markets, institutions & instruments
9
(
2000
)
3-4
Persistent link: https://www.econbiz.de/10007241210
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->