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 0 1 1 2 12
A switching self-exciting jump diffusion process for stock prices 0 0 0 2 1 2 3 17
A switching self-exciting jump diffusion process for stock prices 0 0 1 26 0 0 3 47
Admissible Designs of Debt-Equity Swaps for Distressed Firms: Analysis, Limits and Applications 0 0 0 0 0 0 1 45
American Step Options 0 0 0 5 0 0 1 28
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 0 0 33
Bond portfolio management with affine and quadratic term structure models: selection, risk management and performance 0 0 0 0 0 0 2 30
Business Risk Targeting AndRescheduling of Distressed Debt 0 0 0 0 1 1 1 15
Business risk targeting and rescheduling of distressed debt 0 0 0 0 0 0 0 14
Continuous barrier range options 0 0 0 0 1 1 2 15
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 1 1 1 34
Debt renegotiation 0 0 0 0 0 0 0 22
Debt renegotiation 0 0 0 0 0 0 2 14
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 2 17
Extending the Maturity of a defaulting debt: when it is worthwhile ! 0 0 0 0 0 0 0 10
Foreign exchange risk management: evidence from French non-financial firms 0 0 0 0 0 0 0 40
Fuel up with OATmeals! The case of the French nominal yield curve 0 0 0 4 0 1 2 23
Hedging of options in presence of jump clustering 0 0 0 0 1 1 6 17
Hedging of options in presence of jump clustering 0 0 0 0 3 3 7 30
Hedging of options in the presence of jump clustering 0 0 0 0 1 1 2 36
How do News Releases and their Information Content affect Bund Futures Prices? An HFD investigation 0 0 0 0 0 0 2 19
How do reservation prices impact distressed debt rescheduling? 0 0 0 7 0 0 0 34
How valuable is your VaR? Large sample confidence intervals for normal VaR 0 0 0 0 1 1 1 28
Impact of retail-platform loan programs on the SC performance under CSR dependent stochastic demand 0 0 0 0 0 2 3 33
Inside debt renegotiation: Optimal debt reduction, timing, and the number of rounds 0 0 0 3 1 1 1 41
Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty 0 0 0 0 0 0 1 30
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 0 0 1 5
Modeling the business risk of financially weakened firms: A new approach for corporate bond pricing 0 0 0 0 1 1 2 77
On Bankruptcy Procedures and the Valuation of Corporate Securities 0 0 0 0 1 1 2 10
On cumulative parisian options 0 0 0 0 0 0 3 28
On perpetual American strangles 0 0 0 0 0 0 0 11
On the Pricing and Design of Debt-Equity Swaps for Firms in Default 0 0 0 0 0 0 0 58
Optimal Payoffs under State-dependent Preferences 0 0 0 15 1 1 4 35
Optimal payoffs under state-dependent constraints 0 0 0 0 0 0 1 23
Optimal payoffs under state-dependent preferences 0 0 0 0 2 2 8 24
Pricing and hedging American and hybrid strangles with finite maturity 0 0 0 2 0 1 2 42
Pricing and hedging american strangles with finite maturity 0 0 0 0 1 1 2 23
Pricing credit derivatives in credit classes frameworks 0 0 0 0 0 1 1 9
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 0 1 1 26
Quadratic Approaches for Modeling Term Structures of Interest Rates in Discrete Time 0 0 0 0 0 0 1 13
Recherches et innovations en sciences de gestion 0 0 0 0 0 0 2 29
Relations between Corporate Credit Spreads,Treasury Yields and the Equity Market 0 0 0 0 0 0 0 30
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 0 0 0 15
Rescheduling of distressed debt and business risk targeting ex ante the reorganization 0 0 0 0 1 1 1 14
Sensitivity Analysis of Credit Risk Measures in the Beta Binomial Framework 0 0 0 0 0 0 2 21
Should Executive Compensation rules govern Audit fees? An Analysis of Executive Compensation driven Frauds 0 0 0 0 0 0 0 13
Should executive compensation rules govern Audit fees ? An anlysis of executive compensation driven frauds 0 0 0 0 0 0 0 15
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 1 1 2 60
The active management of distressed debt 0 0 0 0 0 0 0 12
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 0 2 17
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 0 0 0 13
Trade credit contracts: Design and regulation 0 0 0 5 0 0 0 16
Valuing Callable Convertible Bonds: a reduced approach 0 0 0 1 1 1 1 222
Valuing corporate liabilities when the default threshold is not an absorbing barrier 0 0 0 0 0 0 2 30
Valuing corporate liabilities when the default threshold is not an absorbing barrier 0 0 0 0 0 1 1 16
What Moves Euro-Bund Futures Contracts on Eurex? Surprises! 0 0 1 1 0 0 4 57
Total Working Papers 0 0 2 72 21 29 98 1,916

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 1 1 7 55
American step options 0 0 0 1 0 0 3 15
Business Risk Targeting and Rescheduling of Distressed Debt 0 0 0 2 1 1 3 24
How do reservation prices impact distressed debt rescheduling? 0 0 0 1 0 1 2 41
How valuable is your VaR? Large sample confidence intervals for normal VaR 0 0 0 0 2 2 3 5
Inside debt renegotiation: Optimal debt reduction, timing, and the number of rounds 0 0 0 15 0 2 2 91
Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty 0 0 0 5 1 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 0 0 0 186
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 2 7 16 38
Pricing and hedging American and hybrid strangles with finite maturity 0 0 0 4 0 0 1 45
The Predictive Power of the French Market Volatility Index: A Multi Horizons Study 0 0 0 3 0 0 1 21
Trade credit contracts: Design and regulation 0 0 0 4 0 0 3 20
Valuing callable convertible bonds: a reduced approach 0 0 0 168 0 0 0 501
Total Journal Articles 0 0 1 358 7 15 44 1,365

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Statistics updated 2025-11-08