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Anleihe
Lebensversicherung
13
Life insurance
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Securitization
10
USA
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United States
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6
Hypothek
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Asset-Backed Security
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Stone, Charles A.
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Zissu, Anne-Marie
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Ortiz, Carlos
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Ortiz, Carlos E.
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Applied financial economics letters
1
Journal of risk finance : the convergence of financial products and insurance
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ECONIS (ZBW)
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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
Fixed income securities with a zero Macaulay duration : senior life settlements
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 205-207
Persistent link: https://www.econbiz.de/10003725360
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