Continuous-Time Models in Corporate Financ...

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Sprache: Englisch

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Beschreibung

"Moreno-Bromberg and Rochet have provided us with a self-contained, thorough, and up-to-date treatment of continuous-time models for the study of key issues in dynamic corporate finance, banking, and insurance. Their brilliantly lucid work makes the powerful tools of singular stochastic control available to a wide audience, and will undoubtedly become a must-read into the subject for students and practitioners alike."--Julien Hugonnier, Swiss Finance Institute"This book provides a well-written introduction to continuous-time models in corporate finance and the methodology for solving related problems. It will be useful to researchers and students who are familiar with continuous-time methods in option pricing."--Jaksa Cvitanic, California Institute of Technology"Continuous-time stochastic methods have become essential for students who are interested in finance. Following historical and recent developments, this interesting book describes how dynamic corporate finance has emerged from stochastic methods issued from option pricing theory."--Stephane Villeneuve, University of Toulouse

Über den Autor

Santiago Moreno-Bromberg is senior researcher in the Center for Finance and Insurance at the University of Zurich. Jean-Charles Rochet is professor of banking at the University of Zurich, senior chair and head of research at the Swiss Finance Institute, and research director at the Toulouse School of Economics.

Erscheinungsjahr:	2018
Fachbereich:	Betriebswirtschaft
Genre:	Importe , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Buch
Inhalt:	Einband - fest (Hardcover)
ISBN-13:	9780691176529
ISBN-10:	0691176523
Sprache:	Englisch
Einband:	Gebunden
Autor:	Moreno-Bromberg, Santiago Rochet, Jean-Charles
Hersteller:	Princeton University Press
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	244 x 159 x 25 mm
Von/Mit:	Santiago Moreno-Bromberg (u. a.)
Erscheinungsdatum:	08.01.2018
Gewicht:	0,526 kg

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