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