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Hardcover Continuous-Time Models in Corporate Finance, Banking, and Insurance: A User's Guide Book
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ISBN: 0691176523

ISBN13: 9780691176529

Continuous-Time Models in Corporate Finance, Banking, and Insurance: A User's Guide

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Format: Hardcover

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Book Overview

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 structure and default. They pay particular attention to financial intermediaries, including...

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Business Business & Investing Economics

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