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This is information that was supplied by Franck Moraux in registering through RePEc. If you are Franck Moraux , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Franck
Middle Name:
Last Name: Moraux
Suffix:

RePEc Short-ID: pmo266

Email:
Homepage: http://perso.univ-rennes1.fr/franck.moraux/
Postal Address: Université de Rennes 1, IAE de Rennes, 11 rue Jean Macé, 35000 Rennes (France)
Phone:

Affiliation

(in no particular order)

• Institut de Gestion de Rennes (IGR-IAE) (Institute of Business Administration)
  Université de Rennes 1 (University of Rennes 1)

  Location: Rennes, France
  Homepage: http://www.igr.univ-rennes1.fr/
  Email:
  Phone:
  Fax: +332 23 23 78 00
  Postal: 11, rue Jean Macé, CS 70803, 35708 Rennes Cedex 7
  Handle: RePEc:edi:igrrefr (more details at EDIRC)

• Centre de Recherche en Économie et Management (CREM) (Economics and Management Research Center)

  Location: Rennes/Caen, France
  Homepage: http://crem.univ-rennes1.fr/
  Email:
  Phone: 02 23 23 35 47
  Fax: 02 23 23 35 99
  Postal: 7, place Hoche, 35065 RENNES Cedex
  Handle: RePEc:edi:crmrefr (more details at EDIRC)

Works

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Articles

1. Moraux, Franck, 2004. "Modeling the business risk of financially weakened firms: A new approach for corporate bond pricing," International Review of Financial Analysis, Elsevier, vol. 13(1), pages 47-61.
2. Moraux, Franck, 2004. "A closed form solution for pricing defaultable bonds," Finance Research Letters, Elsevier, vol. 1(2), pages 135-142, June.
3. F. Andre-le Pogamp & F. Moraux, 2004. "Valuing callable convertible bonds: a reduced approach," Applied Financial Economics, Taylor and Francis Journals, vol. 14(10), pages 743-749.

Statistics

Most downloaded item (past 12 months)

• Moraux, Franck, 2004. "A closed form solution for pricing defaultable bonds," Finance Research Letters, Elsevier, vol. 1(2), pages 135-142, June.

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