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