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The global asset backed securi...
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Lebensversicherung
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10
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6
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6
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Stone, Charles A.
28
Zissu, Anne-Marie
26
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11
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9
Ortiz, Carlos
7
Stone, Charles
6
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The journal of structured finance
9
Journal / The Capco Institute : journal of financial transformation
3
Journal of risk finance : the convergence of financial products and insurance
3
Journal of Financial Transformation
2
Journal of Risk Finance
2
Life markets : trading mortality and longevity risk with life settlements and linked securities
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
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1
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ECONIS (ZBW)
28
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5
Other ZBW resources
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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
Saved in:
2
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:
3
Using life extension-duration and life extension-convexity to value senior life settlement contracts
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Life markets : trading mortality and longevity risk …
,
(pp. 109-134)
.
2009
Persistent link: https://www.econbiz.de/10003884741
Saved in:
4
The risks of a securitized portfolio of senior life settlement contracts
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Life markets : trading mortality and longevity risk …
,
(pp. 163-177)
.
2009
Persistent link: https://www.econbiz.de/10003884745
Saved in:
5
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-Marie
- In:
Journal / The Capco Institute : journal of financial …
25
(
2009
),
pp. 8-11
Persistent link: https://www.econbiz.de/10003904876
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 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:
8
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:
9
The supply and demand for life settlement contracts
Stone, Charles A.
- In:
The journal of structured finance
15
(
2009
)
2
,
pp. 101-111
Persistent link: https://www.econbiz.de/10003873229
Saved in:
10
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
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