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Continuous-Time Models in Corporate Finance, Banking, and Insurance: A User's Guide
Hardback
Main Details
| Title |
Continuous-Time Models in Corporate Finance, Banking, and Insurance: A User's Guide
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| Authors and Contributors |
By (author) Santiago Moreno-Bromberg
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By (author) Jean-Charles Rochet
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| Physical Properties |
| Format:Hardback | | Pages:176 | | Dimensions(mm): Height 229,Width 152 |
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| Category/Genre | Econometrics
Corporate finance
Banking |
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| ISBN/Barcode |
9780691176529
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| Classifications | Dewey:658.1501515222 |
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| Audience | | Tertiary Education (US: College) | | Professional & Vocational | |
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| Illustrations |
15 line illus.
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Publishing Details |
| Publisher |
Princeton University Press
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| Imprint |
Princeton University Press
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| Publication Date |
8 January 2018 |
| Publication Country |
United States
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Description
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
Author Biography
Santiago Moreno-Bromberg is senior research associate 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.
Reviews"The authors' focused and practical approach manages to make demanding mathematical tools and continuous-time stochastic methods accessible to a wide audience, without sacrificing mathematical rigor."---Andrianos E. Tsekrekos, Journal of Economics
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