Delta Hedging IO Securities Backed by Senior Life Settlements
Charles A Stone and Anne Zissu
The Journal of Structured Finance Summer 2009, 15 (2) 93-100; DOI: https://doi.org/10.3905/JSF.2009.15.2.093
Charles A Stone
is a professor in the department of economics, Brooklyn College, City University of New York in Brooklyn, NY.
Anne Zissu
is the chair of the department of business at CityTech, City University of New York, and research fellow in the department of financial engineering, The Polytechnic Institute of New York University in Brooklyn, NY.
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Delta Hedging IO Securities Backed by Senior Life Settlements
Charles A Stone, Anne Zissu
The Journal of Structured Finance Jul 2009, 15 (2) 93-100; DOI: 10.3905/JSF.2009.15.2.093