Continuous-Time Models in Corporate Finance, Banking, and Insurance : : A User's Guide / / Jean-Charles Rochet, Santiago Moreno-Bromberg.
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 distr...
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| Superior document: | Title is part of eBook package: De Gruyter Princeton University Press Complete eBook-Package 2018 |
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| Place / Publishing House: | Princeton, NJ : : Princeton University Press, , [2018] ©2018 |
| Year of Publication: | 2018 |
| Language: | English |
| Online Access: | |
| Physical Description: | 1 online resource (176 p.) :; 15 line illus. |
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Table of Contents:
- Frontmatter
- Contents
- Preface
- Introduction
- 1. Why Is Option Pricing Useful in Corporate Finance?
- 2. The Base Liquidity-Management Model
- 3. Equity Issuance
- 4. Applications to Banking
- 5. Applications to Insurance
- 6. Applications to Investment
- 7. Agency Frictions
- 8. Equilibrium Models
- Appendix A Proofs of Main Results and Technical Complements
- Appendix B The Modigliani-Miller Theorem
- Appendix C Useful Mathematical Results
- References
- Index