- 5 Resultados
precio mínimo: € 114,95, precio máximo: € 139,09, precio promedio: € 129,44
1
Contract Theory in Continuous-Time Models - Jianfeng Zhang
Pedir
por ZVAB.com
€ 127,96
Envío: € 0,001
Pedir
Detalles del proveedor
Enlace patrocinado
Jianfeng Zhang:

Contract Theory in Continuous-Time Models - encuadernado, tapa blanda

2012, ISBN: 3642141994

[EAN: 9783642141997], Neubuch, [SC: 0.0], [PU: Springer Berlin Heidelberg], FINANZMATHEMATIK; MATHEMATIK / SPIELTHEORIE; SYSTEMTHEORIE; 91G80,93E20; FORWARD-BACKWARDSDES; OPTIMALCONTRACTS… Más…

NEW BOOK. Gastos de envío:Versandkostenfrei. (EUR 0.00) AHA-BUCH GmbH, Einbeck, Germany [51283250] [Rating: 5 (von 5)]
cerrar (X)
2
Contract Theory in Continuous-Time Models / Jianfeng Zhang (u. a.) / Buch / Springer Finance / HC runder Rücken kaschiert / xii / Englisch / 2012 / Springer Berlin / EAN 9783642141997 - Zhang, Jianfeng
Pedir
por booklooker.de
€ 126,10
Envío: € 0,001
Pedir
Detalles del proveedor
Enlace patrocinado

Zhang, Jianfeng:

Contract Theory in Continuous-Time Models / Jianfeng Zhang (u. a.) / Buch / Springer Finance / HC runder Rücken kaschiert / xii / Englisch / 2012 / Springer Berlin / EAN 9783642141997 - encuadernado, tapa blanda

2012, ISBN: 9783642141997

[ED: Gebunden], [PU: Springer Berlin], In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applicati… Más…

Gastos de envío:Versandkostenfrei, Versand nach Deutschland. (EUR 0.00) Buchbär
cerrar (X)
3
Contract Theory in Continuous Time Models - Jaksa Cvitanic, Jianfeng Zhang
Pedir
por Weltbild.de
€ 139,09
Envío: € 0,001
Pedir
Detalles del proveedor
Enlace patrocinado
Jaksa Cvitanic, Jianfeng Zhang:
Contract Theory in Continuous Time Models - libro nuevo

2012

ISBN: 3642141994

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 p… Más…

Nr. 24516279. Gastos de envío:, 2-5 Werktage, DE. (EUR 0.00)
cerrar (X)
4
Contract Theory in Continuous-Time Models
Pedir
por Springer.com
€ 139,09
Envío: € 0,001
Pedir
Detalles del proveedor
Enlace patrocinado
Contract Theory in Continuous-Time Models - libro nuevo

ISBN: 9783642141997

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 p… Más…

Nr. 978-3-642-14199-7. Gastos de envío:Worldwide free shipping, , DE. (EUR 0.00)
cerrar (X)
5
Contract Theory in Continuous-Time Models - Jakša Cvitanic Jianfeng Z
Pedir
por booklooker.de
€ 114,95
Envío: € 0,001
Pedir
Detalles del proveedor
Enlace patrocinado
Jakša Cvitanic Jianfeng Z:
Contract Theory in Continuous-Time Models - Primera edición

2012, ISBN: 9783642141997

Pasta dura

[ED: Gebunden], [PU: Springer Berlin Heidelberg], Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Reviewed by international experts Survey… Más…

Gastos de envío:Versandkostenfrei, Versand nach Deutschland. (EUR 0.00) Moluna GmbH
cerrar (X)
1Dado que algunas plataformas no nos comunican las condiciones de envío y éstas pueden depender del país de entrega, del precio de compra, del peso y tamaño del artículo, de una posible membresía a la plataforma, de una entrega directa por parte de la plataforma o a través de un tercero (Marketplace), etc., es posible que los gastos de envío indicados por eurolibro/terralibro no concuerden con los de la plataforma ofertante.

Datos bibliográficos del mejor libro coincidente

Detalles del libro
Contract Theory in Continuous-Time Models
Autor:
Título:
ISBN:

9783642141997


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 problems of finding the optimal contracts between two parties, under various assumptions on the information they have access to, and the effect they have on the underlying "profit/loss" values. This monograph surveys recent results of the theory in a systematic way, using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion. Optimal contracts are characterized via a system of Forward-Backward Stochastic Differential Equations. In a number of interesting special cases these can be solved explicitly, enabling derivation of many qualitative economic conclusions.

Detalles del libro - Contract Theory in Continuous-Time Models


EAN (ISBN-13): 9783642141997
ISBN (ISBN-10): 3642141994
Tapa dura
Año de publicación: 2012
Editorial: Springer Berlin
255 Páginas
Peso: 0,574 kg
Idioma: Englisch

Libro en la base de datos desde 2009-04-15T01:35:06+02:00 (Madrid)
Página de detalles modificada por última vez el 2023-10-23T00:14:42+02:00 (Madrid)
ISBN/EAN: 9783642141997

ISBN - escritura alterna:
3-642-14199-4, 978-3-642-14199-7
Mode alterno de escritura y términos de búsqueda relacionados:
Autor del libro: jia, jian, zhang
Título del libro: theory finance, time within time, models, contract theory, doing time, how tell time, little time, time brief, theory wants

Datos del la editorial

Autor: Jakša Cvitanic; Jianfeng Zhang
Título: Springer Finance; Contract Theory in Continuous-Time Models
Editorial: Springer; Springer Berlin
256 Páginas
Año de publicación: 2012-09-26
Berlin; Heidelberg; DE
Impreso en
Idioma: Inglés
149,79 € (DE)
153,99 € (AT)
165,50 CHF (CH)
POD
XII, 256 p.

BB; Hardcover, Softcover / Mathematik/Sonstiges; Angewandte Mathematik; Verstehen; Wirtschaft; 91G80, 93E20; forward-backward SDEs; optimal contracts; principal-agent problems; quantitative finance; stochastic maximum principle; Mathematics in Business, Economics and Finance; Game Theory; Systems Theory, Control; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Spieltheorie; Kybernetik und Systemtheorie; BC

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 III Second Best. Contracting Under Hidden Action- The Case of Moral Hazard: 5.The General Moral Hazard Problem.- 6.DeMarzo and Sannikov (2007), Biais et al (2007) – An Application to Capital Structure Problems: Optimal Financing of a Company.- PART IV Third Best. Contracting Under Hidden Action and Hidden Type – The Case of Moral Hazard and Adverse Selection: 7.Controlling the Drift.- 8.Controlling the Volatility-Drift Trade-Off with the First-Best.- PART IV Appendix: Backward SDEs and Forward-Backward SDEs.- 9.Introduction.- 10.Backward SDEs.- 11.Decoupled Forward Backward SDEs.- 12.Coupled Forward Backward SDEs.- References.- Index.
Reviewed by international experts Surveys recent results in a systematic way Enables derivation of many qualitative economic conclusions Includes supplementary material: sn.pub/extras

Más, otros libros, que pueden ser muy parecidos a este:

Último libro similar:
9783642433528 Contract Theory in Continuous-Time Models (Jianfeng Zhang)

< para archivar...