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

Santiago Moreno-Bromberg,Jean-Charles Rochet

Continuous-Time Models in Corporate Finance, Banking, and Insurance: A User's Guide
Format
Hardback
Publisher
Princeton University Press
Country
United States
Published
20 March 2018
Pages
176
ISBN
9780691176529

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

Santiago Moreno-Bromberg,Jean-Charles Rochet

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

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