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Quantitative assessment of securitisation deals

Campolongo, Francesca; Jönsson, Henrik; Schoutens, Wim - 2012

Persistent link: https://www.econbiz.de/10009623223

Pricing constant-maturity credit default swaps under jum dynamics

Jönsson, Henrik; Schoutens, Wim - In: The journal of credit risk : published quarterly by … 5 (2009/10) 1, pp. 75-95

Persistent link: https://www.econbiz.de/10003853300

Stock allocation from a central warehouse in a two-location push type inventory control system

Jönsson, Henrik - In: Inventory in theory and practice : [proceedings of the …, (pp. 609-627). 1986

Persistent link: https://www.econbiz.de/10001268464

Optimal and heuristic solutions for a simple common component inventory problem

Jönsson, Henrik - In: Engineering costs and production economics : an … 16 (1989) 4, pp. 257-267

Persistent link: https://www.econbiz.de/10001087460

Asset Backed Securities : Risks, Ratings and Quantitative Modelling

Jönsson, Henrik - 2010

Asset backed securities (ABSs) are structured finance products backed by pools of assets and are created through a securitisation process. The risks in asset backed securities, such as, credit risk, prepayment risk, market risks, operational risk, and legal risks, are directly connected with the...

Persistent link: https://www.econbiz.de/10013141950