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English

Continuous-Time Models in Corporate Finance, Banking, and Insurance

Hardcover • 2018 • 1. edition

Continuous-Time Models in Corporate Finance, Banking, and Insurance

By Santiago Moreno-Bromberg, Jean-Charles Rochet

0 Ratings • 0.0 of 5

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About the book

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 banks and insurance companies. The authors begin by recalli...Show more

Book details

ISBN

9780691176529

Publisher

Princeton University Press

Published year

2018

Language

Edition

1

Original title

Continuous-Time Models in Corporate Finance, Banking, and Insurance

Format

Hardcover

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