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Credit derivatives with multip...
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18
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12
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8
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8
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7
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François, Pascal
72
Breton, Michèle
14
Annabi, Amira
13
Hübner, Georges
12
Gauthier, Geneviève
6
Godin, Frédéric
6
Morellec, Erwan
6
Dionne, Georges
5
Missonier-Piera, Franck
5
Dorion, Christian
4
Grass, Gunnar
4
Jeanneret, Alexandre
4
Chun, Olfa Maalaoui
3
Papageorgiou, Nicolas
3
Raviv, Alon
3
Sibille, Jean-Roch
3
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2
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HÜBNER, GEORGES
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Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
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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
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2
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2
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29th International Conference of the French Finance Association (AFFI) 2012
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The credit derivatives handbook : global perspectives, innovations, and market drivers
1
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1
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ECONIS (ZBW)
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41
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:
42
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:
43
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:
44
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:
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
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:
48
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:
49
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:
50
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:
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