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Browsing by Author « François, Pascal »

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Showing results 1 to 11 of 11
Convertible Debt and Shareholder Incentives
Dorion, Christian; François, Pascal; Grass, Gunnar; Jeanneret, Alexandre
Issue Date : 2014-01

Credit Spread Changes within Switching Regimes
Maalaoui, Olfa; Dionne, Georges; François, Pascal
Issue Date : 2009-02

Currency Total Return Swaps: Valuation and Risk Factor Analysis
Cuchet, Romain; François, Pascal; Hübner, Georges
Issue Date : 2011-09

Detecting Regime Shifts in Corporate Credit Spreads
Dionne, Georges; François, Pascal; Maalaoui Chun, Olfa
Issue Date : 2009-08

A Dynamic Model of Risk-Shifting Incentives with Convertible Debt
François, Pascal; Hübner, Georges; Papageorgiou, Nicolas
Issue Date : 2009-08

Game Theoretic Analysis of Negotiations under Bankruptcy
Annabi, Amira; Breton, Michèle; François, Pascal
Issue Date : 2011-06

Heterogeneous Befiefs and the Choice Between Private Restructuring and Formal Bankruptcy
François, Pascal; Raviv, Alon
Issue Date : 2014-01

Optimal Hedging when the Underlying Asset Follows a Regime-switching Markov Process
François, Pascal; Gauthier, Geneviève; Godin, Frédéric
Issue Date : 2012-08

A Portfolio Approach to Venture Capital Financing
François, Pascal; Hübner, Georges
Issue Date : 2010-12

Resolution of Financial Distress under Chapter 11
Annabi, Amira; Breton, Michèle; François, Pascal
Issue Date : 2010-12

A Structural Balance Sheet Model of Sovereign Credit Risk
François, Pascal; Hübner, Georges; Sibille, Jean-Roch
Issue Date : 2011-12

Showing results 1 to 11 of 11

 

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