Patrick Navatte

Université de Rennes I

Professor

7, Place Hoche

Institut de Gestion de Rennes

35065 Rennes Cedex

France

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 46,040

in Total Papers Downloads

707

CITATIONS

0

Scholarly Papers (7)

1.

Admissible Designs of Debt-Equity Swaps for Distressed Firms: Analysis, Limits and Applications

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 23 Posted: 13 Dec 2007
Franck Moraux and Patrick Navatte
Université de Rennes I and CREM and Université de Rennes I
Downloads 314 (74,490)

Abstract:

Contingent Claim Analysis, Debt Equity Swap, Design

2.

Extending the Maturity of a Defaulting Debt: When it is Worthwhile!

EFMA 2004 Basel Meetings Paper
Number of pages: 28 Posted: 28 May 2004
Franck Moraux and Patrick Navatte
Université de Rennes I and CREM and Université de Rennes I
Downloads 127 (182,803)

Abstract:

Bankruptcy procedure, Extended debt

3.

On the Pricing and Early Call of American and Bermudan Callable Bonds

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 26 Posted: 05 Nov 2012
Maxime Debon, Franck Moraux and Patrick Navatte
Université d'Évry, Université de Rennes I and CREM and Université de Rennes I
Downloads 106 (161,076)

Abstract:

4.

Private Benefits in a Contingent Claim Framework: Valuation Effects and Other Implications

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 32 Posted: 16 May 2011
Patrick Navatte and Franck Moraux
Université de Rennes I and Université de Rennes I and CREM
Downloads 47 (328,306)

Abstract:

Agency theory, private benefits, tunneling, contingent claim analysis

5.

Signalling with Costly Cash: Is it an Efficient Mechanism?

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 17 Posted: 17 Sep 2012
Université de Rennes I, University of Rennes 1 and Université de Rennes I
Downloads 35 (373,337)

Abstract:

Asymmetric information, Financing decisions, Cash holdings, Corporate investment, Real options

6.

The Information Content of Implied Volatility, Skewness and Kurtosis: The Empirical Evidence from Long Term CAC 40 Options

European Financial Management, Vol. 6, No. 1, March 2000
Posted: 16 May 2000
Patrick Navatte and Christophe Villa
Université de Rennes I and Audencia Nantes School of Management

Abstract:

Implied Density Function, Smile, Volatility, Skewness, Kurtosis.

7.

The Valuation of Interest Rate Digital Options and Range Notes Revisited

European Financial Management, 1998
Posted: 21 Oct 1998
Patrick Navatte and Francois Quittard-Pinon
Université de Rennes I and EMLYON Business School

Abstract: