Patrick Navatte

Université de Rennes I

Professor

7, Place Hoche

Institut de Gestion de Rennes

35065 Rennes Cedex

France

SCHOLARLY PAPERS

7

DOWNLOADS

789

SSRN CITATIONS

0

CROSSREF CITATIONS

1

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 353 (92,493)

Abstract:

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Contingent Claim Analysis, Debt Equity Swap, Design

2.

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 206 (161,430)

Abstract:

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3.

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

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 135 (232,189)
Citation 1

Abstract:

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Bankruptcy procedure, Extended debt

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 55 (404,229)

Abstract:

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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 1
Downloads 40 (461,059)

Abstract:

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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

Posted: 16 May 2000
Patrick Navatte and Christophe Villa
Université de Rennes I and Audencia Nantes School of Management

Abstract:

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

7.

The Valuation of Interest Rate Digital Options and Range Notes Revisited

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

Abstract:

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