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Cvitanić, Jakša

Contract Theory in Continuous-Time Models

Cvitanić, Jakša - Contract Theory in Continuous-Time Models, ebook

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ISBN: 9783642142000
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Table of contents

1. Principal–Agent Problem
Jakša Cvitanić, Jianfeng Zhang

2. Single-Period Examples
Jakša Cvitanić, Jianfeng Zhang

3. Linear Models with Project Selection, and Preview of Results
Jakša Cvitanić, Jianfeng Zhang

4. The General Risk Sharing Problem
Jakša Cvitanić, Jianfeng Zhang

5. Mathematical Theory for General Moral Hazard Problems
Jakša Cvitanić, Jianfeng Zhang

6. Special Cases and Applications
Jakša Cvitanić, Jianfeng Zhang

7. An Application to Capital Structure Problems: Optimal Financing of a Company
Jakša Cvitanić, Jianfeng Zhang

8. Adverse Selection
Jakša Cvitanić, Jianfeng Zhang

9. Backward SDEs
Jakša Cvitanić, Jianfeng Zhang

10. Stochastic Maximum Principle
Jakša Cvitanić, Jianfeng Zhang

11. Forward-Backward SDEs
Jakša Cvitanić, Jianfeng Zhang

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

Author(s)
 
Publisher
Springer
Publication year
2013
Language
en
Edition
2013
Series
Springer Finance
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783642142000

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