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 1 1 8 27
A switching self-exciting jump diffusion process for stock prices 0 0 0 2 0 1 8 24
A switching self-exciting jump diffusion process for stock prices 0 0 0 26 0 1 12 59
A switching self-exciting jump diffusion process for stock prices 0 0 0 0 0 0 9 20
Admissible Designs of Debt-Equity Swaps for Distressed Firms: Analysis, Limits and Applications 0 0 0 0 0 0 5 50
American Step Options 0 0 0 5 0 1 6 34
Analytical Pricing of European Bond Options within One-Factor Quadratic Term Structure Models 0 0 0 0 0 0 4 26
Analytical pricing of european bond options within one-factor quadratic term structure models 0 0 0 0 0 0 5 38
Bond portfolio management with affine and quadratic term structure models: selection, risk management and performance 0 0 0 0 1 2 4 34
Business Risk Targeting AndRescheduling of Distressed Debt 0 0 0 0 0 0 5 19
Business risk targeting and rescheduling of distressed debt 0 0 0 0 0 0 3 17
Collaborative financing and supply chain coordination for corporate social responsibility 0 0 0 7 0 0 9 20
Continuous barrier range options 0 0 0 0 0 0 8 22
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 0 4 37
Debt renegotiation 0 0 0 0 0 1 6 28
Debt renegotiation 0 0 0 0 0 0 5 19
Empirical analysis of term structures of credit spreads indices: a Kalman filtering approach 0 0 0 0 0 0 4 13
Examining Performance of Quadratic Models of TermStructure of Interest Rates 0 0 0 0 0 0 3 20
Extending the Maturity of a defaulting debt: when it is worthwhile ! 0 0 0 0 0 0 5 15
Financing and Cost Sharing for a Supply Chain Under CSR - Sensitive Demand 0 0 0 3 0 0 6 12
Foreign exchange risk management: evidence from French non-financial firms 0 0 0 0 0 0 7 47
Fuel up with OATmeals! The case of the French nominal yield curve 0 0 0 4 0 0 6 29
Hedging of options in presence of jump clustering 0 0 0 0 0 1 14 41
Hedging of options in presence of jump clustering 0 0 0 0 0 3 10 26
Hedging of options in the presence of jump clustering 0 0 0 0 0 1 7 42
How Stable are Inflation Expectations in the Euro Area? Evidence from the Euro-Area Financial Markets 0 0 1 3 0 0 18 20
How do News Releases and their Information Content affect Bund Futures Prices? An HFD investigation 0 0 0 0 1 1 4 23
How do reservation prices impact distressed debt rescheduling? 0 0 0 7 1 1 6 40
How valuable is your VaR? Large sample confidence intervals for normal VaR 0 0 0 0 0 1 10 37
Impact of retail-platform loan programs on the SC performance under CSR dependent stochastic demand 0 0 0 0 0 0 2 35
Inside debt renegotiation: Optimal debt reduction, timing, and the number of rounds 0 0 0 3 1 2 7 47
Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty 0 0 0 0 1 1 9 39
La finance serait-elle devenue anormale au XXIe siècle ? 0 0 0 0 0 0 2 24
Make-whole callable bonds:Covenant yield premium insights 0 0 0 0 0 0 6 53
Managing corporate liabilities of financially weakened firms 0 0 0 0 0 0 3 8
Marché de la Dette Souveraine Française: Tendances et Dynamique 0 0 0 0 0 0 1 2
Modeling the business risk of financially weakened firms: A new approach for corporate bond pricing 0 0 0 0 1 2 11 87
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 0 0 5 33
On perpetual American strangles 0 0 0 0 0 1 3 14
On the Pricing and Design of Debt-Equity Swaps for Firms in Default 0 0 0 0 1 1 5 63
Optimal Payoffs under State-dependent Preferences 0 0 0 15 1 2 6 40
Optimal payoffs under state-dependent constraints 0 0 0 0 2 2 5 28
Optimal payoffs under state-dependent preferences 0 0 0 0 0 0 15 37
Pricing and hedging American and hybrid strangles with finite maturity 0 0 0 2 1 10 15 57
Pricing and hedging american strangles with finite maturity 0 0 0 0 0 0 4 26
Pricing credit derivatives in credit classes frameworks 0 0 0 0 0 0 6 15
Private Benefits in a contingent claim framework: Valuation effects and other implications 0 0 0 0 0 0 2 21
Private Benefits in a contingent claim framework: Valuation effects and other implications 0 0 0 0 0 0 2 28
Quadratic Approaches for Modeling Term Structures of Interest Rates in Discrete Time 0 0 0 0 0 0 4 17
Recherches et innovations en sciences de gestion 0 0 0 0 0 1 7 36
Relations between Corporate Credit Spreads,Treasury Yields and the Equity Market 0 0 0 0 1 1 10 40
René M. Stulz: latitude managériale et politique financière 0 0 0 0 0 0 1 55
Rescheduling debt in default: the Longstaff's proposition revisited 0 0 0 0 0 0 4 19
Rescheduling of distressed debt and business risk targeting ex ante the reorganization 0 0 0 0 0 0 2 15
Sensitivity Analysis of Credit Risk Measures in the Beta Binomial Framework 0 0 0 0 1 2 7 28
Should Executive Compensation rules govern Audit fees? An Analysis of Executive Compensation driven Frauds 0 0 0 0 0 1 6 19
Should executive compensation rules govern Audit fees ? An anlysis of executive compensation driven frauds 0 0 0 0 0 0 6 21
Strategic management of private benefits in a contingent claim framework 0 0 0 0 0 0 2 28
Sur les obligations convertibles à clause de remboursement anticipé au gré de l'émetteur 0 0 0 1 0 0 4 63
The active management of distressed debt 0 0 0 0 0 0 4 16
The cost of financing with callable bonds: an empirical study 0 0 0 0 0 0 0 29
The cost of financing with callable bonds: an empirical study 0 0 0 0 0 0 2 12
The dynamics of the term structure of interest rates: an independent component analysis 0 0 0 0 0 0 2 19
The immunization performance of traditional and stochastic durations: a mean-variance analysis 0 0 0 0 0 0 5 16
The mean–variance (in)efficiency of duration‐based immunization 0 0 0 1 0 0 6 7
The relation between corporate credit spreads, treasury yields and the equity markets: new evidences from daily options-ajusted spreads indices 0 0 0 0 2 2 6 19
Trade credit contracts: Design and regulation 0 1 1 6 0 1 12 28
Valuing Callable Convertible Bonds: a reduced approach 0 0 0 1 0 0 8 229
Valuing corporate liabilities when the default threshold is not an absorbing barrier 0 0 0 0 0 1 7 23
Valuing corporate liabilities when the default threshold is not an absorbing barrier 0 0 0 0 0 1 9 39
What Moves Euro-Bund Futures Contracts on Eurex? Surprises! 0 0 0 1 0 0 2 59
Total Working Papers 0 1 2 87 16 46 428 2,344

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 3 185
A switching self-exciting jump diffusion process for stock prices 0 0 0 7 0 1 18 72
American step options 0 0 0 1 0 0 9 24
Business Risk Targeting and Rescheduling of Distressed Debt 0 0 0 2 0 0 13 36
Collaborative financing and supply chain coordination for corporate social responsibility 0 0 1 3 1 4 16 32
Hedging of options in the presence of jump clustering 0 0 0 0 0 1 7 7
How do reservation prices impact distressed debt rescheduling? 0 0 0 1 0 2 14 55
How valuable is your VaR? Large sample confidence intervals for normal VaR 0 0 0 0 0 0 6 9
Inside debt renegotiation: Optimal debt reduction, timing, and the number of rounds 0 0 0 15 0 0 5 96
Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty 0 0 0 5 1 1 10 62
Le coût du financement par obligations rachetables:une étude empirique 0 0 0 4 1 1 2 56
Modeling the business risk of financially weakened firms: A new approach for corporate bond pricing 0 0 0 56 0 1 7 193
On Bankruptcy Procedures and the Valuation of Corporate Securities 0 0 0 9 0 1 7 41
Optimal payoffs under state-dependent preferences 0 0 0 6 0 1 8 44
Pricing and hedging American and hybrid strangles with finite maturity 0 0 0 4 0 1 17 62
The Predictive Power of the French Market Volatility Index: A Multi Horizons Study 0 0 0 3 0 1 18 39
Trade credit contracts: Design and regulation 0 0 0 4 2 4 15 35
Valuing callable convertible bonds: a reduced approach 0 0 0 168 1 2 5 506
Total Journal Articles 0 0 1 361 6 21 180 1,554

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Statistics updated 2026-10-11