Continuous-time models in corporate finance, banking, and insurance: a user's guide
Auteur :
Moreno-Bromberg, Santiago / Rochet, Jean-Charles
Éditeur :
Princeton University Press
ISBN :
9780691176529
Date de publication :
8 janv. 2018
Dimensions :
22,9 x 15,2 cm
Poids :
510 g
Format :
B315
Langue :
Anglais
Pays d'origine :
USA
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 distribution, the issuance of securities, and capital s