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Contract Theory in Continuous-Time Models - Jaksa Cvitanic, Jianfeng Zhang
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Von Jakša Cvitanic, Jianfeng Zhang: In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization problems of finding the optimal contracts between two parties, under various assumptions on the information they have access to, and the effect they have on the underlying 'profit/loss' values. This monograph surveys recent results of the theory in a systematic way, using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion.Optimal contracts are characterized via a system of Forward-Backward Stochastic Differential Equations. In a number of interesting special cases these can be solved explicitly, enabling derivation of many qualitative economic conclusions.; Weitere Fachgebiete > Mathematik > Operational Research > Finanz- und Versicherungsmathematik, Springer

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[ED: Buch], [PU: Springer-Verlag GmbH], Neuware - In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization problems of finding the optimal contracts between two parties, under various assumptions on the information they have access to, and the effect they have on the underlying 'profit/loss' values. This monograph surveys recent results of the theory in a systematic way, using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion. Optimal contracts are characterized via a system of Forward-Backward Stochastic Differential Equations. In a number of interesting special cases these can be solved explicitly, enabling derivation of many qualitative economic conclusions., DE, [SC: 0.00], Neuware, gewerbliches Angebot, FixedPrice, 255, [GW: 574g], offene Rechnung (Vorkasse vorbehalten), PayPal, Banküberweisung

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In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization problems of finding the optimal contracts between two parties, under various assumptions on the information they have access to, and the effect they have on the underlying profit/loss values. This monograph surveys recent results of the theory in a systematic way, using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion. Optimal contracts are characterized via a system of Forward-Backward Stochastic Differential Equations. In a number of interesting special cases these can be solved explicitly, enabling derivation of many qualitative economic conclusions., [PU: Springer, Berlin/Heidelberg/New York, NY]

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Mathematics; Quantitative Finance; Game Theory, Economics, Social and Behav. Sciences; Systems Theory, Control 91G80, 93E20, forward-backward SDEs, optimal contracts, principal-agent problems, quantitative finance, stochastic maximum principle Books Book, Springer Science+Business Media

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Contract Theory in Continuous-Time Models
Autor:

JakSa Cvitanic

Titel:

Contract Theory in Continuous-Time Models

ISBN-Nummer:

In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization problems of finding the optimal contracts between two parties, under various assumptions on the information they have access to, and the effect they have on the underlying "profit/loss" values. This monograph surveys recent results of the theory in a systematic way, using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion. Optimal contracts are characterized via a system of Forward-Backward Stochastic Differential Equations. In a number of interesting special cases these can be solved explicitly, enabling derivation of many qualitative economic conclusions.

Detailangaben zum Buch - Contract Theory in Continuous-Time Models


EAN (ISBN-13): 9783642141997
ISBN (ISBN-10): 3642141994
Gebundene Ausgabe
Erscheinungsjahr: 2012
Herausgeber: Springer-Verlag GmbH
255 Seiten
Gewicht: 0,574 kg
Sprache: Englisch

Buch in der Datenbank seit 15.04.2009 01:35:06
Buch zuletzt gefunden am 30.06.2017 13:09:20
ISBN/EAN: 9783642141997

ISBN - alternative Schreibweisen:
3-642-14199-4, 978-3-642-14199-7


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