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


Rochet, Jean-Charles; Moreno, Santiago (2018). Continuous-Time Models in Corporate Finance, Banking, and Insurance. Princeton, USA: Princeton University Press.

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.

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.

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Additional indexing

Item Type:Monograph
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Language:English
Date:2018
Deposited On:07 Mar 2019 09:07
Last Modified:07 Mar 2019 09:07
Publisher:Princeton University Press
Number of Pages:176
ISBN:978-0-691-17652-9
OA Status:Closed
Related URLs:https://press.princeton.edu/titles/11030.html (Publisher)
https://www.recherche-portal.ch/primo-explore/fulldisplay?docid=ebi01_prod010965371&context=L&vid=ZAD&search_scope=default_scope&tab=default_tab&lang=de_DE (Library Catalogue)
Other Identification Number:merlin-id:16353

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