Contract Theory in Continuous-Time Models

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Contract Theory in Continuous-Time Models

種類:

電子ブック

責任表示:

by Jakša Cvitanić, Jianfeng Zhang

出版情報:

Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013

著者名:

シリーズ名:

Springer Finance ;

ISBN:

9783642142000 [3642142001]

ローカル注記:

学内専用E-BOOKS (local access only)

オンライン

http://dx.doi.org/10.1007/978-3-642-14200-0

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子書誌情報

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詳細

主題:

Game Theory, Economics, Social and Behav. Sciences; Mathematics; Quantitative Finance; Systems Theory, Control

分類・件名:

DC23 : 519
LCSH : Mathematics
LCSH : Finance
LCSH : Systems theory
FREE : Mathematics
FREE : Quantitative Finance
FREE : Game Theory, Economics, Social and Behav. Sciences
FREE : Systems Theory, Control

形態:

XII, 255 p : digital

目次情報:

Preface
PART I Introduction: 1.The Principal-Agent Problem
2.Single-Period Examples
PART II First Best. Risk Sharing under Full Information: 3.Linear Models with Project Selection, and Preview of Results
4.The General Risk Sharing Problem
PART III Second Best. Contracting Under Hidden Action- The Case of Moral Hazard: 5.The General Moral Hazard Problem
6.DeMarzo and Sannikov (2007), Biais et al (2007) – An Application to Capital Structure Problems: Optimal Financing of a Company
PART IV Third Best. Contracting Under Hidden Action and Hidden Type – The Case of Moral Hazard and Adverse Selection: 7.Controlling the Drift
8.Controlling the Volatility-Drift Trade-Off with the First-Best
PART IV Appendix: Backward SDEs and Forward-Backward SDEs
9.Introduction
10.Backward SDEs
11.Decoupled Forward Backward SDEs
12.Coupled Forward Backward SDEs
References
Index

Preface
PART I Introduction: 1.The Principal-Agent Problem
2.Single-Period Examples
PART II First Best. Risk Sharing under Full Information: 3.Linear Models with Project Selection, and Preview of Results
4.The General Risk Sharing Problem
PART III Second Best. Contracting Under Hidden Action- The Case of Moral Hazard: 5.The General Moral Hazard Problem

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書誌ID:

KB00010191

内容紹介

目次情報

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