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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
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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
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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
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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
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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
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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
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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
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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
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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
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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