Continuous-time models in corporate finance, banking, and insurance /

"Continuous-Time Models in Corporate Finance synthesizes four decades of research to show how stochastic calculus can be used in corporate finance. Combining mathematical rigor with economic intuition, Santiago Moreno-Bromberg and Jean-Charles Rochet analyze corporate decisions such as dividend...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Moreno-Bromberg, Santiago (Autor), Rochet, Jean-Charles (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton : Princeton University Press, 2018.
Temas:
Corporations > Finance.
Options (Finance)
Banks and banking.
Stochastic models.
Corporations > Finance > Mathematical models.
Options (Finances)
Modèles stochastiques.
BUSINESS & ECONOMICS > Industrial Management.
BUSINESS & ECONOMICS > Management.
BUSINESS & ECONOMICS > Management Science.
BUSINESS & ECONOMICS > Organizational Behavior.
BUSINESS & ECONOMICS > Corporate Finance.
BUSINESS & ECONOMICS > Economics > General.
BUSINESS & ECONOMICS > Economics > Theory.
BUSINESS & ECONOMICS > Banks & Banking.
Stochastic models
Corporations > Finance > Mathematical models
Banks and banking
Corporations > Finance
Stochastisches Modell
Finanzmathematik
Finanzierung
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Why is option pricing useful in corporate finance?
  • The base liquidity-management model
  • Equity issuance
  • Applications to banking
  • Applications to insurance
  • Applications to investment
  • Agency frictions
  • Equilibrium models.

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