Contract Theory in Continuous-Time Models

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

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