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Credit derivatives with multip...
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Theorie
11
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11
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10
Dynamic programming
8
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8
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8
Kreditrisiko
8
Game theory
6
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6
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4
Chapter 11
4
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4
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3
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credit risk
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François, Pascal
56
Breton, Michèle
10
Hübner, Georges
10
Annabi, Amira
9
Dionne, Georges
5
Morellec, Erwan
5
Gauthier, Geneviève
4
Godin, Frédéric
4
Chun, Olfa Maalaoui
3
Dorion, Christian
3
Grass, Gunnar
3
Jeanneret, Alexandre
3
Missonier-Piera, Franck
3
Papageorgiou, Nicolas
3
Raviv, Alon
2
Sibille, Jean-Roch
2
Ben-Ameur, Hatem
1
CUCHET, ROMAIN
1
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1
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1
Galarneau-Vincent, Rémi
1
Heck, Stephanie
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Hubner, Georges
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1
Jiang, Weiyu
1
Lejeune, Thomas
1
Maalaoui Chun, Olfa
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Maalaoui, Olfa
1
Moraux, Franck
1
Naqvi, Hassan
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Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
11
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11
European journal of operational research : EJOR
4
Finance : revue de l'Association Française de Finance
3
Applied financial economics
2
Assurances et gestion des risques : revue trimestrielle
2
European Journal of Operational Research
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of mathematical economics
2
The financial review : the official publication of the Eastern Finance Association
2
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2
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2
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2
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
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1
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1
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1
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The credit derivatives handbook : global perspectives, innovations, and market drivers
1
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1
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11
Prepayment risk on callable bonds : theory and test
François, Pascal
;
Pardo, Sophie
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 147-176
Persistent link: https://www.econbiz.de/10011342200
Saved in:
12
Resolution of financial distress under Chapter 11
Annabi, Amira
;
Breton, Michèle
;
François, Pascal
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1867-1887
Persistent link: https://www.econbiz.de/10009701920
Saved in:
13
Convertible debt and shareholder incentives
Dorion, Christian
;
François, Pascal
;
Grass, Gunnar
; …
- In:
The journal of corporate finance : contracting, …
24
(
2014
),
pp. 38-56
Persistent link: https://www.econbiz.de/10010243515
Saved in:
14
Optimal hedging when the underlying asset follows a regime-switching Markov process
François, Pascal
;
Gauthier, Geneviève
;
Godin, Frédéric
- In:
European journal of operational research : EJOR
237
(
2014
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10010378599
Saved in:
15
Credit spread changes within switching regimes
Chun, Olfa Maalaoui
;
Dionne, Georges
;
François, Pascal
- In:
Journal of banking & finance
49
(
2014
),
pp. 41-55
Persistent link: https://www.econbiz.de/10010508076
Saved in:
16
A structural balance sheet model of sovereign credit risk
François, Pascal
;
Hübner, Georges
;
Sibille, Jean-Roch
- In:
Finance : revue de l'Association Française de Finance
32
(
2011
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10009519893
Saved in:
17
Game theoretic analysis of negotiations under bankruptcy
Annabi, Amira
;
Breton, Michèle
;
François, Pascal
- In:
European journal of operational research : EJOR
221
(
2012
)
3
,
pp. 603-613
Persistent link: https://www.econbiz.de/10009563403
Saved in:
18
Asset dynamics estimation and its impact on CDS pricing
François, Pascal
;
Hübner, Georges
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 121-141)
.
2008
Persistent link: https://www.econbiz.de/10003748411
Saved in:
19
The agency structure of loan syndicates
François, Pascal
;
Missonier-Piera, Franck
- In:
The financial review : the official publication of the …
42
(
2007
)
2
,
pp. 227-245
Persistent link: https://www.econbiz.de/10003629785
Saved in:
20
Capital structure and asset prices : some effects of bankruptcy procedures
François, Pascal
;
Morellec, Erwan
- In:
The journal of business : B
77
(
2004
)
2
,
pp. 387-411
Persistent link: https://www.econbiz.de/10002095290
Saved in:
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