Access Statistics for Franck Moraux

Author contact details at EconPapers.

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 0 0 1 19
A switching self-exciting jump diffusion process for stock prices 0 0 0 2 2 3 5 19
A switching self-exciting jump diffusion process for stock prices 0 0 1 26 1 3 5 50
A switching self-exciting jump diffusion process for stock prices 0 0 0 0 1 2 3 13
Admissible Designs of Debt-Equity Swaps for Distressed Firms: Analysis, Limits and Applications 0 0 0 0 0 1 2 46
American Step Options 0 0 0 5 1 1 2 29
Analytical Pricing of European Bond Options within One-Factor Quadratic Term Structure Models 0 0 0 0 0 0 2 22
Analytical pricing of european bond options within one-factor quadratic term structure models 0 0 0 0 0 1 1 34
Bond portfolio management with affine and quadratic term structure models: selection, risk management and performance 0 0 0 0 0 1 3 31
Business Risk Targeting AndRescheduling of Distressed Debt 0 0 0 0 2 3 3 17
Business risk targeting and rescheduling of distressed debt 0 0 0 0 0 1 1 15
Continuous barrier range options 0 0 0 0 1 2 3 16
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 1 1 34
Debt renegotiation 0 0 0 0 0 1 2 15
Debt renegotiation 0 0 0 0 1 1 1 23
Empirical analysis of term structures of credit spreads indices: a Kalman filtering approach 0 0 0 0 0 0 1 9
Examining Performance of Quadratic Models of TermStructure of Interest Rates 0 0 0 0 0 0 1 17
Extending the Maturity of a defaulting debt: when it is worthwhile ! 0 0 0 0 1 1 1 11
Foreign exchange risk management: evidence from French non-financial firms 0 0 0 0 1 1 1 41
Fuel up with OATmeals! The case of the French nominal yield curve 0 0 0 4 1 2 4 25
Hedging of options in presence of jump clustering 0 0 0 0 5 10 14 37
Hedging of options in presence of jump clustering 0 0 0 0 0 1 4 17
Hedging of options in the presence of jump clustering 0 0 0 0 1 2 3 37
How do News Releases and their Information Content affect Bund Futures Prices? An HFD investigation 0 0 0 0 1 1 3 20
How do reservation prices impact distressed debt rescheduling? 0 0 0 7 0 1 1 35
How valuable is your VaR? Large sample confidence intervals for normal VaR 0 0 0 0 2 5 5 32
Impact of retail-platform loan programs on the SC performance under CSR dependent stochastic demand 0 0 0 0 0 0 3 33
Inside debt renegotiation: Optimal debt reduction, timing, and the number of rounds 0 0 0 3 0 1 1 41
Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty 0 0 0 0 0 2 3 32
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 0 0 0 47
Managing corporate liabilities of financially weakened firms 0 0 0 0 1 2 3 7
Modeling the business risk of financially weakened firms: A new approach for corporate bond pricing 0 0 0 0 1 4 5 80
On Bankruptcy Procedures and the Valuation of Corporate Securities 0 0 0 0 0 2 3 11
On cumulative parisian options 0 0 0 0 0 0 2 28
On perpetual American strangles 0 0 0 0 1 1 1 12
On the Pricing and Design of Debt-Equity Swaps for Firms in Default 0 0 0 0 0 2 2 60
Optimal Payoffs under State-dependent Preferences 0 0 0 15 1 2 5 36
Optimal payoffs under state-dependent constraints 0 0 0 0 0 1 2 24
Optimal payoffs under state-dependent preferences 0 0 0 0 2 7 13 29
Pricing and hedging American and hybrid strangles with finite maturity 0 0 0 2 0 0 2 42
Pricing and hedging american strangles with finite maturity 0 0 0 0 1 2 3 24
Pricing credit derivatives in credit classes frameworks 0 0 0 0 1 3 4 12
Private Benefits in a contingent claim framework: Valuation effects and other implications 0 0 0 0 0 0 0 19
Private Benefits in a contingent claim framework: Valuation effects and other implications 0 0 0 0 1 1 2 27
Quadratic Approaches for Modeling Term Structures of Interest Rates in Discrete Time 0 0 0 0 1 1 2 14
Recherches et innovations en sciences de gestion 0 0 0 0 0 0 1 29
Relations between Corporate Credit Spreads,Treasury Yields and the Equity Market 0 0 0 0 0 2 2 32
René M. Stulz: latitude managériale et politique financière 0 0 0 0 0 0 1 54
Rescheduling debt in default: the Longstaff's proposition revisited 0 0 0 0 1 1 1 16
Rescheduling of distressed debt and business risk targeting ex ante the reorganization 0 0 0 0 0 1 1 14
Sensitivity Analysis of Credit Risk Measures in the Beta Binomial Framework 0 0 0 0 1 1 3 22
Should Executive Compensation rules govern Audit fees? An Analysis of Executive Compensation driven Frauds 0 0 0 0 1 3 3 16
Should executive compensation rules govern Audit fees ? An anlysis of executive compensation driven frauds 0 0 0 0 1 1 1 16
Strategic management of private benefits in a contingent claim framework 0 0 0 0 0 0 0 26
Sur les obligations convertibles à clause de remboursement anticipé au gré de l'émetteur 0 0 0 1 0 2 3 61
The active management of distressed debt 0 0 0 0 0 2 2 14
The cost of financing with callable bonds: an empirical study 0 0 0 0 0 0 1 29
The cost of financing with callable bonds: an empirical study 0 0 0 0 0 0 1 10
The dynamics of the term structure of interest rates: an independent component analysis 0 0 0 0 0 1 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 1 1 14
Trade credit contracts: Design and regulation 0 0 0 5 2 5 5 21
Valuing Callable Convertible Bonds: a reduced approach 0 0 0 1 0 2 2 223
Valuing corporate liabilities when the default threshold is not an absorbing barrier 0 0 0 0 1 2 4 32
Valuing corporate liabilities when the default threshold is not an absorbing barrier 0 0 0 0 0 1 2 17
What Moves Euro-Bund Futures Contracts on Eurex? Surprises! 0 0 0 1 0 0 2 57
Total Working Papers 0 0 1 72 39 101 168 1,996

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 0 0 182
A switching self-exciting jump diffusion process for stock prices 0 0 0 7 2 4 10 58
American step options 0 0 0 1 0 3 5 18
Business Risk Targeting and Rescheduling of Distressed Debt 0 0 0 2 3 4 6 27
How do reservation prices impact distressed debt rescheduling? 0 0 0 1 2 2 4 43
How valuable is your VaR? Large sample confidence intervals for normal VaR 0 0 0 0 1 4 5 7
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 0 1 1 53
Le coût du financement par obligations rachetables:une étude empirique 0 0 1 4 0 0 2 54
Modeling the business risk of financially weakened firms: A new approach for corporate bond pricing 0 0 0 56 2 2 2 188
On Bankruptcy Procedures and the Valuation of Corporate Securities 0 0 0 9 0 0 0 34
Optimal payoffs under state-dependent preferences 0 0 0 6 1 4 18 40
Pricing and hedging American and hybrid strangles with finite maturity 0 0 0 4 8 10 11 55
The Predictive Power of the French Market Volatility Index: A Multi Horizons Study 0 0 0 3 2 3 4 24
Trade credit contracts: Design and regulation 0 0 0 4 3 3 5 23
Valuing callable convertible bonds: a reduced approach 0 0 0 168 0 1 1 502
Total Journal Articles 0 0 1 358 24 41 76 1,399

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09