Publication: Continuous-Time Models in Corporate Finance, Banking, and Insurance
Continuous-Time Models in Corporate Finance, Banking, and Insurance
Date
Date
Date
Citations
Rochet, J.-C., & Moreno, S. (2018). Continuous-Time Models in Corporate Finance, Banking, and Insurance. Princeton University Press.
Abstract
Abstract
Abstract
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.
Metrics
Views
Additional indexing
Creators (Authors)
Place of Publication
Place of Publication
Place of Publication
Publisher
Publisher
Publisher
Item Type
Item Type
Item Type
In collections
Language
Language
Language
Publication date
Publication date
Publication date
Date available
Date available
Date available
Number of pages
Number of pages
Number of pages
ISBN or e-ISBN
ISBN or e-ISBN
ISBN or e-ISBN
OA Status
OA Status
OA Status
Metrics
Views
Citations
Rochet, J.-C., & Moreno, S. (2018). Continuous-Time Models in Corporate Finance, Banking, and Insurance. Princeton University Press.