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Delta hedging a portfolio of s...
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Stone, Charles A.
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The journal of structured finance
14
Lecturas de economía
9
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Journal / The Capco Institute : journal of financial transformation
6
Journal of Risk Finance
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
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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