Access Statistics for Franck Moraux

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
30 ans de modèles structurels de risque de défaut 0 0 0 0 2 3 4 22
A switching self-exciting jump diffusion process for stock prices 0 0 0 2 0 2 5 19
A switching self-exciting jump diffusion process for stock prices 0 0 0 26 0 4 7 53
A switching self-exciting jump diffusion process for stock prices 0 0 0 0 1 4 6 16
Admissible Designs of Debt-Equity Swaps for Distressed Firms: Analysis, Limits and Applications 0 0 0 0 0 0 2 46
American Step Options 0 0 0 5 1 2 3 30
Analytical Pricing of European Bond Options within One-Factor Quadratic Term Structure Models 0 0 0 0 0 1 2 23
Analytical pricing of european bond options within one-factor quadratic term structure models 0 0 0 0 0 1 2 35
Bond portfolio management with affine and quadratic term structure models: selection, risk management and performance 0 0 0 0 0 0 3 31
Business Risk Targeting AndRescheduling of Distressed Debt 0 0 0 0 0 2 3 17
Business risk targeting and rescheduling of distressed debt 0 0 0 0 0 0 1 15
Continuous barrier range options 0 0 0 0 3 6 7 21
De l’absence au dilemme de la diversification des fournisseurs dans la gestion du risque de rupture d’approvisionnement des supply chains 0 0 0 0 0 2 3 36
Debt renegotiation 0 0 0 0 0 2 2 24
Debt renegotiation 0 0 0 0 0 3 5 18
Empirical analysis of term structures of credit spreads indices: a Kalman filtering approach 0 0 0 0 0 1 1 10
Examining Performance of Quadratic Models of TermStructure of Interest Rates 0 0 0 0 0 1 1 18
Extending the Maturity of a defaulting debt: when it is worthwhile ! 0 0 0 0 0 1 1 11
Foreign exchange risk management: evidence from French non-financial firms 0 0 0 0 1 3 3 43
Fuel up with OATmeals! The case of the French nominal yield curve 0 0 0 4 0 5 8 29
Hedging of options in presence of jump clustering 0 0 0 0 1 5 9 22
Hedging of options in presence of jump clustering 0 0 0 0 0 6 14 38
Hedging of options in the presence of jump clustering 0 0 0 0 1 4 5 40
How do News Releases and their Information Content affect Bund Futures Prices? An HFD investigation 0 0 0 0 0 2 3 21
How do reservation prices impact distressed debt rescheduling? 0 0 0 7 1 1 2 36
How valuable is your VaR? Large sample confidence intervals for normal VaR 0 0 0 0 0 3 6 33
Impact of retail-platform loan programs on the SC performance under CSR dependent stochastic demand 0 0 0 0 0 1 4 34
Inside debt renegotiation: Optimal debt reduction, timing, and the number of rounds 0 0 0 3 0 1 2 42
Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty 0 0 0 0 0 3 6 35
La finance serait-elle devenue anormale au XXIe siècle ? 0 0 0 0 0 0 0 22
Make-whole callable bonds:Covenant yield premium insights 0 0 0 0 1 2 2 49
Managing corporate liabilities of financially weakened firms 0 0 0 0 0 1 2 7
Modeling the business risk of financially weakened firms: A new approach for corporate bond pricing 0 0 0 0 1 5 9 84
On Bankruptcy Procedures and the Valuation of Corporate Securities 0 0 0 0 0 0 2 11
On cumulative parisian options 0 0 0 0 2 5 6 33
On perpetual American strangles 0 0 0 0 0 1 1 12
On the Pricing and Design of Debt-Equity Swaps for Firms in Default 0 0 0 0 0 2 4 62
Optimal Payoffs under State-dependent Preferences 0 0 0 15 0 2 5 37
Optimal payoffs under state-dependent constraints 0 0 0 0 0 0 1 24
Optimal payoffs under state-dependent preferences 0 0 0 0 3 7 18 34
Pricing and hedging American and hybrid strangles with finite maturity 0 0 0 2 1 3 5 45
Pricing and hedging american strangles with finite maturity 0 0 0 0 0 2 3 25
Pricing credit derivatives in credit classes frameworks 0 0 0 0 0 1 4 12
Private Benefits in a contingent claim framework: Valuation effects and other implications 0 0 0 0 0 1 2 27
Private Benefits in a contingent claim framework: Valuation effects and other implications 0 0 0 0 0 0 0 19
Quadratic Approaches for Modeling Term Structures of Interest Rates in Discrete Time 0 0 0 0 0 2 2 15
Recherches et innovations en sciences de gestion 0 0 0 0 1 2 3 31
Relations between Corporate Credit Spreads,Treasury Yields and the Equity Market 0 0 0 0 0 3 5 35
René M. Stulz: latitude managériale et politique financière 0 0 0 0 0 0 0 54
Rescheduling debt in default: the Longstaff's proposition revisited 0 0 0 0 0 2 2 17
Rescheduling of distressed debt and business risk targeting ex ante the reorganization 0 0 0 0 0 1 2 15
Sensitivity Analysis of Credit Risk Measures in the Beta Binomial Framework 0 0 0 0 0 2 3 23
Should Executive Compensation rules govern Audit fees? An Analysis of Executive Compensation driven Frauds 0 0 0 0 0 1 3 16
Should executive compensation rules govern Audit fees ? An anlysis of executive compensation driven frauds 0 0 0 0 0 3 3 18
Strategic management of private benefits in a contingent claim framework 0 0 0 0 0 1 1 27
Sur les obligations convertibles à clause de remboursement anticipé au gré de l'émetteur 0 0 0 1 0 1 4 62
The active management of distressed debt 0 0 0 0 0 1 3 15
The cost of financing with callable bonds: an empirical study 0 0 0 0 0 1 2 11
The cost of financing with callable bonds: an empirical study 0 0 0 0 0 0 1 29
The dynamics of the term structure of interest rates: an independent component analysis 0 0 0 0 0 0 2 18
The immunization performance of traditional and stochastic durations: a mean-variance analysis 0 0 0 0 0 0 1 11
The relation between corporate credit spreads, treasury yields and the equity markets: new evidences from daily options-ajusted spreads indices 0 0 0 0 1 2 2 15
Trade credit contracts: Design and regulation 0 0 0 5 0 5 8 24
Valuing Callable Convertible Bonds: a reduced approach 0 0 0 1 1 4 6 227
Valuing corporate liabilities when the default threshold is not an absorbing barrier 0 0 0 0 1 5 6 36
Valuing corporate liabilities when the default threshold is not an absorbing barrier 0 0 0 0 1 2 4 19
What Moves Euro-Bund Futures Contracts on Eurex? Surprises! 0 0 0 1 1 2 3 59
Total Working Papers 0 0 0 72 25 141 250 2,098

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A closed form solution for pricing defaultable bonds 0 0 0 73 0 2 2 184
A switching self-exciting jump diffusion process for stock prices 0 0 0 7 2 7 14 63
American step options 0 0 0 1 0 2 7 20
Business Risk Targeting and Rescheduling of Distressed Debt 0 0 0 2 1 8 9 32
How do reservation prices impact distressed debt rescheduling? 0 0 0 1 1 7 8 48
How valuable is your VaR? Large sample confidence intervals for normal VaR 0 0 0 0 0 2 5 8
Inside debt renegotiation: Optimal debt reduction, timing, and the number of rounds 0 0 0 15 0 0 2 91
Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty 0 0 0 5 1 2 3 55
Le coût du financement par obligations rachetables:une étude empirique 0 0 0 4 0 0 1 54
Modeling the business risk of financially weakened firms: A new approach for corporate bond pricing 0 0 0 56 0 4 4 190
On Bankruptcy Procedures and the Valuation of Corporate Securities 0 0 0 9 0 3 3 37
Optimal payoffs under state-dependent preferences 0 0 0 6 0 2 19 41
Pricing and hedging American and hybrid strangles with finite maturity 0 0 0 4 0 10 12 57
The Predictive Power of the French Market Volatility Index: A Multi Horizons Study 0 0 0 3 6 11 13 33
Trade credit contracts: Design and regulation 0 0 0 4 0 4 6 24
Valuing callable convertible bonds: a reduced approach 0 0 0 168 0 1 2 503
Total Journal Articles 0 0 0 358 11 65 110 1,440

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Statistics updated 2026-03-04