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P

Pascal François

universite de montreal

11H指数
96论文数
661被引数
收录论文 13
发表时间
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Joint Dynamics for the Underlying Asset and Its Implied Volatility Surface: A New Methodology for Option Risk Management标的资产及其隐含波动率曲面的联合动态：期权风险管理的一种新方法
errJournal of Futures Markets
IF2.3
err2025-12-01
err0
PREAI
errFrancois, Pascal; Galarneau-Vincent, Remi; Gauthier, Genevieve; Godin, Frederic
err分享
err收藏
How does the structure of an interest expense cap change the tax benefits of debt?利率上限的结构如何改变债务的税收优惠？
errJOURNAL OF CORPORATE FINANCE
IF5.9
err2025-04-01
err0
PREAI
errBhanot, Karan; Francois, Pascal; Kadapakkam, Palani-Rajan
err分享
err收藏
The role of CDS spreads in explaining bond recovery rates
errJOURNAL OF BANKING & FINANCE
IF3.8
err2025-03-01
err0
PREAI
errBarbagli, Matteo; Francois, Pascal; Gauthier, Genevieve; Vrins, Frederic
err分享
err收藏
Is the difference between deep hedging and delta hedging a statistical arbitrage?深对冲与德尔塔对冲之间的差异是否构成统计套利？
errFINANCE RESEARCH LETTERS
IF6.9
err2025-03-01
err0
errOAAI
errFrancois, Pascal; Gauthier, Genevieve; Godin, Frederic; Mendoza, Carlos Octavio Perez
err分享
err收藏
Secured and unsecured debt in creditor-friendly bankruptcy
errJOURNAL OF CORPORATE FINANCE
IF5.9
err2023-06-01
err1
PREAI
errFrancois, Pascal; Naqvi, Hassan
err分享
err收藏
Heterogeneous beliefs and the choice between private. restructuring and formal bankruptcy
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2017-07-01
err5
PREAI
errFrancois, Pascal; Raviv, Alon
err分享
err收藏
Detecting Regime Shifts in Credit Spreads
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2015-04-08
err10
PREAI
errChun, Olfa Maalaoui; Dionne, Georges; Francois, Pascal
err分享
err收藏
Credit spread changes within switching regimes
errJOURNAL OF BANKING & FINANCE
IF3.8
err2014-12-01
err18
PREAI
errChun, Olfa Maalaoui; Dionne, Georges; Francois, Pascal
err分享
err收藏
Optimal hedging when the underlying asset follows a regime-switching Markov process标的资产遵循制度转换马尔可夫过程时的最优套期保值
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2014-08-01
err21
errOAAI
errFrancois, Pascal; Gauthier, Genevieve; Godin, Frederic
err分享
err收藏
Convertible debt and shareholder incentives
errJOURNAL OF CORPORATE FINANCE
IF5.9
err2014-02-01
err32
PREAI
errDorion, Christian; Francois, Pascal; Grass, Gunnar; Jeanneret, Alexandre
err分享
err收藏
Game theoretic analysis of negotiations under bankruptcy
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2012-09-01
err7
PREAI
errAnnabi, Amira; Breton, Michele; Francois, Pascal
err分享
err收藏
A dynamic programming approach to price installment options
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2006-03-01
err33
PREAI
errBen-Ameur, H; Breton, M; François, P
err分享
err收藏
Credit derivatives with multiple debt issues
errJOURNAL OF BANKING & FINANCE
IF3.8
err2004-05-01
err1
PREAI
errFrançois, P; Hübner, G
err分享
err收藏

研究方向

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合作学者
合作期刊
G
Georges Dionne
H 指数: 47 · 论文数: 559
M
Michèle Breton
H 指数: 24 · 论文数: 176
G
Georges Hübner
H 指数: 22 · 论文数: 195
G
Geneviève Gauthier
H 指数: 21 · 论文数: 208
F
Frédéric Vrins
H 指数: 15 · 论文数: 147
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