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Credit derivatives with multip...
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Theorie
13
Theory
13
Credit risk
9
Dynamic programming
8
Insolvency
7
Insolvenz
7
Kreditrisiko
7
Portfolio selection
7
Portfolio-Management
7
Game theory
6
Option pricing theory
5
Optionspreistheorie
5
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5
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4
Chapter 11
4
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4
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4
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4
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4
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4
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3
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3
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3
Convertible bonds
3
Credit derivative
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3
Risk-shifting
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3
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credit risk
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24
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English
37
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4
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François, Pascal
59
Hübner, Georges
11
Breton, Michèle
10
Annabi, Amira
9
Dionne, Georges
5
Gauthier, Geneviève
5
Godin, Frédéric
5
Morellec, Erwan
5
Chun, Olfa Maalaoui
3
Dorion, Christian
3
Grass, Gunnar
3
Jeanneret, Alexandre
3
Missonier-Piera, Franck
3
Papageorgiou, Nicolas
3
Heck, Stephanie
2
Lejeune, Thomas
2
Moraux, Franck
2
Raviv, Alon
2
Sibille, Jean-Roch
2
Ben-Ameur, Hatem
1
CUCHET, ROMAIN
1
Cuchet, Romain
1
FRANÇOIS, PASCAL
1
Galarneau-Vincent, Rémi
1
Hubner, Georges
1
HÜBNER, GEORGES
1
Jiang, Weiyu
1
Maalaoui Chun, Olfa
1
Maalaoui, Olfa
1
Mendoza, Carlos Octavio Pérez
1
Naqvi, Hassan
1
Pardo, Sophie
1
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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
Finance research letters
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
Journal of Economic Dynamics and Control
1
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1
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1
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1
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1
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
1
The credit derivatives handbook : global perspectives, innovations, and market drivers
1
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1
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1
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ECONIS (ZBW)
28
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19
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11
EconStor
1
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1
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41
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:
42
Closed-form solutions to stochastic process switching problems
François, Pascal
;
Morellec, Erwan
- In:
Journal of mathematical economics
44
(
2008
)
11
,
pp. 1072-1083
Persistent link: https://www.econbiz.de/10003783820
Saved in:
43
Strategic analysis of risk-shifting incentives with convertible debt
François, Pascal
;
Hübner, Georges
;
Papageorgiou, Nicolas
- In:
The quarterly journal of finance
1
(
2011
)
2
,
pp. 293-321
Persistent link: https://www.econbiz.de/10009309748
Saved in:
44
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:
45
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:
46
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:
47
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:
48
Perspectives de l'industrie bancaire canadienne après la crise financière
François, Pascal
- In:
Assurances et gestion des risques : revue trimestrielle
78
(
2009/10
)
1/2
,
pp. 93-99
Persistent link: https://www.econbiz.de/10008666230
Saved in:
49
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:
50
The mean-variance (in)efficiency of duration-based immunization
François, Pascal
;
Moraux, Franck
- In:
International review of finance : the official journal …
24
(
2024
)
2
,
pp. 253-290
Persistent link: https://www.econbiz.de/10014575525
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