Rochet, Jean-Charles; Moreno, Santiago (2018). Continuous-Time Models in Corporate Finance, Banking, and Insurance. Princeton, USA: Princeton University Press.
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.
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.
| 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: | 15 Apr 2021 15:04 |
| 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) |
| Other Identification Number: | merlin-id:16353 |
Rochet, Jean-Charles