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Franck Moraux
Franck Moraux
Adresse e-mail validée de univ-rennes1.fr - Page d'accueil
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Valuing corporate liabilities when the default threshold is not an absorbing barrier
F Moraux
Available at SSRN 314404, 2002
842002
The predictive power of the French market volatility index: a multi horizons study
F Moraux, P Navatte, C Villa
Review of Finance 2 (3), 303-320, 1999
751999
Optimal payoffs under state-dependent preferences
C Bernard, F Moraux, L Rüschendorf, S Vanduffel
Quantitative Finance 15 (7), 1157-1173, 2015
39*2015
Inside debt renegotiation: Optimal debt reduction, timing, and the number of rounds
F Moraux, F Silaghi
Journal of Corporate Finance 27, 269-295, 2014
312014
On cumulative Parisian options
F Moraux
Finance 23, 127-132, 2002
312002
A switching self-exciting jump diffusion process for stock prices
D Hainaut, F Moraux
Annals of Finance 15, 267-306, 2019
252019
Hedging of options in the presence of jump clustering
D Hainaut, F Moraux
Journal of Computational Finance, Forthcoming 22 (3), 1-35, 2018
252018
How valuable is your VaR? Large sample confidence intervals for normal VaR
F Moraux
Journal of risk management in financial institutions 4 (2), 189-200, 2011
182011
Trade credit contracts: Design and regulation
F Silaghi, F Moraux
European journal of operational research 296 (3), 980-992, 2022
142022
A closed form solution for pricing defaultable bonds
F Moraux
Finance Research Letters 1 (2), 135-142, 2004
142004
American step options
J Detemple, SL Abdou, F Moraux
European Journal of Operational Research 282 (1), 363-385, 2020
132020
Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty
J Fouilloux, F Moraux, JL Viviani
Energy Policy 82, 310-320, 2015
122015
Pricing and hedging American and hybrid strangles with finite maturity
SL Abdou, F Moraux
Journal of Banking & Finance 62, 112-125, 2016
112016
Finance de marché
F Moraux
Pearson Education France, 2010
112010
On perpetual American strangles
F Moraux
Journal of Derivatives 16 (4), 82, 2009
112009
Collaborative financing and supply chain coordination for corporate social responsibility
F Moraux, DA Phan, TLH Vo
Economic Modelling 121, 106198, 2023
92023
Sensitivity analysis of credit risk measures in the beta binomial framework
F Moraux
Journal of fixed income 19 (3), 66, 2010
92010
Relations between corporate credit spreads, treasury yields and the equity market.
A Miloudi, F Moraux
International Journal of Business 14 (2), 2009
82009
On the pricing and design of debt-equity swaps for firms in default
F Moraux, P Navatte
Bankers, Markets & Investors 103, 4-13, 2009
72009
Rescheduling debt in default: The Longstaff’s proposition revisited
F Moraux, P Navatte
Banqie et Marches 81, 51-59, 2006
7*2006
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