معرفی
Professor Franck Moraux is an Associate Professor of Management Sciences and Management and a Lecturer-Researcher at IGR-IAE (Institut de Gestion de Rennes - Institut d'Administration des Entreprises) at University of Rennes 1. He specializes in Finance and serves as a researcher at CREM (Center for Research in Economics and Management), a joint research unit under CNRS, University of Rennes 1, and University of Caen Normandy. Throughout his career, he has held several significant administrative positions including Director of CREM (2017-2021), Director of SHOS Doctoral School (2011-2016), and member of the Academic/Research Council at University of Rennes 1. He has also served in leadership roles at the French Finance Association, including Vice-President (2020-2021) and President Elect (2021-2022).
His educational background includes a doctoral thesis on "L'analyse des risques de défaut et de crédit des titres financiers" completed at Université de Rennes 1 in December 2000.
Professor Moraux's research focuses on Financial Engineering for decision-making, pricing, and risk management, with particular expertise in derivatives, credit risk management, volatility modeling, and quantitative finance. His preferred approach is continuous-time stochastic finance, and he has a special interest in derivatives and bonds as financial instruments. His research philosophy incorporates both positive and normative approaches to financial problems.
His publication record shows a strong trend toward supply chain finance, bankruptcy procedures, and the intersection of finance with environmental and social concerns. Recent work (2020-2023) has focused on collaborative financing for corporate social responsibility, trade credit contracts, and the French nominal yield curve. Earlier work (2013-2019) concentrated on American options, bankruptcy procedures, jump diffusion processes, and bond options.
- Co-editor-in-chief of "Finance" journal (2009-2017)
- Member of the National Council of Universities (CNU) section 06 Management and Management Sciences
- Author of the book "Finance de Marché" (Pearson, 2010)
Professor Moraux has supervised PhD students including Olga Pakulyak, whose research focused on interest rate derivatives, arbitrage, and risk management. His research has been supported by projects such as the ANR project "FILEAS-FOG" (2018-2021) on Supply Chain Finance and the Chaire Fondation Rennes 1 "Nouveaux défis de la banque" (2018-2020).
He leads research teams at CREM, a research unit that brings together around a hundred researchers in economics and management, providing them with comprehensive support. The CREM has adopted a flexible organization favoring thematic research following its restructuring in 2017.
