Contract theory in continuous-time models / (Record no. 420006)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01970cam a2200265 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 136556 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | ISI Library, Kolkata |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160215114042.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 120810s2013 gw b 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783642141997 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | ISI Library |
| Language of cataloging | eng |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.01519233 |
| Edition number | 23 |
| Item number | C993 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Cvitanic, Jaksa. |
| 245 10 - TITLE STATEMENT | |
| Title | Contract theory in continuous-time models / |
| Statement of responsibility, etc | Jaksa Cvitanic and Jianfeng Zhang. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Berlin : |
| Name of publisher, distributor, etc | Springer-Verlag, |
| Date of publication, distribution, etc | 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xii, 255 p. ; |
| Dimensions | 24 cm. |
| 490 0# - SERIES STATEMENT | |
| Series statement | Springer finance |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | PART I Introduction: <br/>1.The Principal-Agent Problem.- <br/>2.Single-Period Examples.- <br/><br/>PART II First Best. Risk Sharing under Full Information: <br/>3.Linear Models with Project Selection, and Preview of Results.- 4.The General Risk Sharing Problem.- <br/><br/>PART III Second Best. Contracting Under Hidden Action- The Case of Moral Hazard: <br/>5.The General Moral Hazard Problem.- <br/>6.DeMarzo and Sannikov (2007), Biais et al (2007) - An Application to Capital Structure Problems: Optimal Financing of a Company.- <br/><br/>PART IV Third Best. Contracting Under Hidden Action and Hidden Type - The Case of Moral Hazard and Adverse Selection: <br/>7.Controlling the Drift.- <br/>8.Controlling the Volatility-Drift Trade-Off with the First-Best.- <br/><br/>PART IV Appendix: Backward SDEs and Forward-Backward SDEs.- <br/>9.Introduction.- <br/>10.Backward SDEs.- <br/>11.Decoupled Forward Backward SDEs.- <br/>12.Coupled Forward Backward SDEs.- <br/>References.- <br/>Index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | There has been increased interest in continuous-time Principal-Agent models and their applications. This monograph surveys results of the theory using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance |
| General subdivision | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic control theory. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Zhang, Jianfeng, |
| Relator term | author |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Books |
| Lost status | Not for loan | Home library | Current library | Date acquired | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|
| ISI Library, Kolkata | ISI Library, Kolkata | 28/01/2016 | 3924.68 | 332.01519233 C993 | 136556 | Books |
