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
~subject:"Economic growth"
~subject:"Financial investment"
~subject:"Securitization"
~subject:"Theorie"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Economic growth
Financial investment
Securitization
Theorie
Theory
16
Lebensversicherung
14
Life insurance
14
USA
12
United States
12
Verbriefung
11
Colombia
10
Kolumbien
10
Hedging
9
Wirtschaftswachstum
8
Hypothek
6
Mortgage
6
economic growth
6
Kapitalanlage
5
Mortality
5
Sterblichkeit
5
Asset-Backed Securities
4
Asset-backed securities
4
Credit enhancement
4
Interest rates
4
Longevity risk
4
Mortgage companies
4
Portfolio selection
4
Portfolio-Management
4
Reverse mortgages
4
Risk
4
Unternehmen
4
Verbindlichkeiten
4
Arbeitsmarktsegmentation
3
Asset-Backed Security
3
Cross-over
3
Diversification
3
Diversifikation
3
Labour market segmentation
3
Mortgage-Backed Security
3
productive diversification
3
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
31
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Handbook
2
Handbuch
2
research-article
1
Language
All
English
28
Spanish
8
Undetermined
2
Author
All
Stone, Charles A.
24
Zissu, Anne-Marie
17
Ortiz, Carlos Humberto
14
Zissu, Anne
8
Ortiz, Carlos E.
7
Castro, Javier Andrés
2
Badillo, Erika Raquel
1
Gavrilov, Leonid A.
1
Gavrilova, Natalia S.
1
Jiménez, Diana Marcela
1
Ortiz, Carlos
1
Uribe, José Ignacio
1
more ...
less ...
Published in...
All
The journal of structured finance
6
Cuadernos de economía
3
Journal of risk finance : the convergence of financial products and insurance
3
Lecturas de economía
3
Ensayos sobre política económica
2
Journal of Risk Finance
2
Revista de análisis económico
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Wiley finance
2
Colección Ciencias Sociales
1
Economics letters
1
El trimestre económico
1
Financial markets, institutions & instruments
1
Journal / The Capco Institute : journal of financial transformation
1
Revista de economía del Rosario
1
Revista de economía institucional
1
The Journal of Risk Finance
1
The journal of alternative investments
1
The journal of real estate finance and economics
1
Wiley Finance Ser
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
RePEc
2
USB Cologne (EcoSocSci)
2
Other ZBW resources
1
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
