Suivre
Carlos Ortiz
Carlos Ortiz
Professor of Mathematics, Arcadia University
Adresse e-mail validée de arcadia.edu - Page d'accueil
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Drosophila Muller F Elements Maintain a Distinct Set of Genomic Properties Over 40 Million Years of Evolution
W Leung, CD Shaffer, LK Reed, ST Smith, W Barshop, W Dirkes, ...
G3: Genes, Genomes, Genetics 5 (5), 719-740, 2015
1062015
Securitization of senior life settlements: managing extension risk
CA Stone, A Zissu
Journal of Derivatives 13 (3), 66, 2006
632006
Internationalizing the university mathematics curriculum
P Appelbaum, LM Friedler, CE Ortiz, EF Wolff
Journal of Studies in International Education 13 (3), 365-381, 2009
232009
Securitization of senior life settlements: managing interest rate risk with a planned duration class
CE Ortiz, CA Stone, A Zissu
Journal of Financial Transformation 23 (9), 35-41, 2008
132008
When do securitized reverse mortgages become liabilities
CE Ortiz, CA Stone, A Zissu
Journal of Structured Finance 19 (1), 57, 2013
62013
Delta hedging of mortgage‐servicing portfolios under gamma constraints
CE Ortiz, CA Stone, A Zissu
The Journal of Risk Finance 9 (4), 379-390, 2008
52008
Truth and approximate truth in metric spaces
CE Ortiz
The University of Wisconsin-Madison, 1997
51997
Pattern Risk of the Securitized Biopharmaceutical Mega-Fund
CE Ortiz, CA Stone, A Zissu
The Journal of Structured Finance 26 (2), 30-44, 2020
42020
Beer Annuities: Hold the Interest and Principal
CE Ortiz, CA Stone, A Zissu
Journal of Derivatives 24 (4), 108, 2017
42017
Delta hedging a multi‐fixed‐income‐securities portfolio under gamma and vega constraints
CE Ortiz, CA Stone, A Zissu
The Journal of Risk Finance 10 (2), 169-178, 2009
42009
Securitization of Financial Asset/Liability Products with Longevity Risk
CE Ortiz, CA Stone, A Zissu
Minimise risk, optimise success, 89, 2010
32010
Delta hedging a two-fixed-income-securities portfolio under gamma and vega constraints: the example of mortgage servicing rights
CE Ortiz, CA Stone, A Zissu
Minimise risk, optimise success, 9, 2009
32009
Expressive power and complexity of a logic with quantifiers that count proportions of sets
A Arratia, CE Ortiz
Journal of Logic and Computation 16 (6), 817-840, 2006
32006
Approximating the expressive power of logics in finite models
A Arratia, CE Ortiz
Latin American Symposium on Theoretical Informatics, 540-556, 2004
32004
Approximate Truth and Nonstandard Analysis
CE Ortiz
Cahiers du Centre de logique 9, 1995
31995
An innovative form of credit enhancement for securitized reverse mortgages: Finding paths of cross‐over points isolated from changes in interest and inflation rates
CE Ortiz, CA Stone, A Zissu
The Journal of Risk Finance 14 (4), 414-431, 2013
22013
Securitization of a Drug Development Mega-Fund: The Time-Certain Research-Backed Obligation
CE Ortiz, CA Stone, A Zissu
Pharmaceutical Medicine 34 (3), 167-173, 2020
12020
First order extensions of residue classes and uniform circuit complexity
A Arratia, CE Ortiz
International Workshop on Logic, Language, Information, and Computation, 49-63, 2013
12013
Delta hedging a portfolio of servicing rights under gamma and vega constraints with optimal fixed income securities
A Zissu, C Ortiz, C Stone
The Journal of Risk Finance 11 (4), 377-400, 2010
12010
Can ARMs' mortgage servicing portfolios be delta-hedged under gamma constraints?
C Ortiz, C Stone, A Zissu
Journal of Financial Transformation 28, 79-85, 2010
12010
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