Henrik Jonsson

European Commission - Joint Research Centre

Via E. Fermi 2749

Ispra (VA), 21027

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

327

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Close Form Pricing Formulas for CoCa CoCos

Number of pages: 18 Posted: 25 Jan 2013
University of Barcelona, Getulio Vargas Foundation, European Commission - Joint Research Centre, KU Leuven - Department of Mathematics and University of Barcelona
Downloads 279 (165,532)
Citation 3

Abstract:

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Contingent Convertibles, Credit Risk, Structural Approach, First Passage Times

2.

Sense and Sensitivity: An Input Space Odyssey for ABS Ratings

Number of pages: 36 Posted: 13 Dec 2012
Joint Research Centre, Italy, European Commission - Joint Research Centre, Europoean Commission - Joint Reserach Centre and KU Leuven - Department of Mathematics
Downloads 48 (581,774)

Abstract:

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G21, G13, C15, C00