Contract Theory in Continuous-Time Models (Springer Finance)

Contract Theory in Continuous-Time Models (Springer Finance)


Yazar Jakša Cvitanic Jianfeng Zhang
Yayınevi Springer
ISBN 9783642141997
Baskı yılı 2012
Sayfa sayısı 268
Ağırlık 0.50 kg
Stok durumu Tükendi   

In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization pr
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 I