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OverviewFull Product DetailsAuthor: Santiago Moreno-Bromberg , Jean-Charles RochetPublisher: Princeton University Press Imprint: Princeton University Press Weight: 0.510kg ISBN: 9780691176529ISBN 10: 0691176523 Pages: 176 Publication Date: 08 January 2018 Audience: College/higher education , Professional and scholarly , Tertiary & Higher Education , Professional & Vocational Format: Hardback Publisher's Status: Active Availability: Temporarily unavailable  The supplier advises that this item is temporarily unavailable. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out to you. Language: English Table of ContentsReviews"""The authors’ focused and practical approach manages to make demanding mathematical tools and continuous-time stochastic methods accessible to a wide audience, without sacrificing mathematical rigor.""---Andrianos E. Tsekrekos, Journal of Economics" Continuous-time stochastic methods have become essential for students who are interested in finance. Following historical and recent developments, this interesting book describes how dynamic corporate finance has emerged from stochastic methods issued from option pricing theory. -Stephane Villeneuve, University of Toulouse This book provides a well-written introduction to continuous-time models in corporate finance and the methodology for solving related problems. It will be useful to researchers and students who are familiar with continuous-time methods in option pricing. -Jaksa Cvitanic, California Institute of Technology Moreno-Bromberg and Rochet have provided us with a self-contained, thorough, and up-to-date treatment of continuous-time models for the study of key issues in dynamic corporate finance, banking, and insurance. Their brilliantly lucid work makes the powerful tools of singular stochastic control available to a wide audience, and will undoubtedly become a must-read into the subject for students and practitioners alike. -Julien Hugonnier, Swiss Finance Institute Continuous-time stochastic methods have become essential for students who are interested in finance. Following historical and recent developments, this interesting book describes how dynamic corporate finance has emerged from stochastic methods issued from option pricing theory. --St phane Villeneuve, University of Toulouse Moreno-Bromberg and Rochet have provided us with a self-contained, thorough, and up-to-date treatment of continuous-time models for the study of key issues in dynamic corporate finance, banking, and insurance. Their brilliantly lucid work makes the powerful tools of singular stochastic control available to a wide audience, and will undoubtedly become a must-read into the subject for students and practitioners alike. --Julien Hugonnier, Swiss Finance Institute This book provides a well-written introduction to continuous-time models in corporate finance and the methodology for solving related problems. It will be useful to researchers and students who are familiar with continuous-time methods in option pricing. --Jaksa Cvitanic, California Institute of Technology Continuous-time stochastic methods have become essential for students who are interested in finance. Following historical and recent developments, this interesting book describes how dynamic corporate finance has emerged from stochastic methods issued from option pricing theory. --St�phane Villeneuve, University of Toulouse This book provides a well-written introduction to continuous-time models in corporate finance and the methodology for solving related problems. It will be useful to researchers and students who are familiar with continuous-time methods in option pricing. --Jaksa Cvitanic, California Institute of Technology Moreno-Bromberg and Rochet have provided us with a self-contained, thorough, and up-to-date treatment of continuous-time models for the study of key issues in dynamic corporate finance, banking, and insurance. Their brilliantly lucid work makes the powerful tools of singular stochastic control available to a wide audience, and will undoubtedly become a must-read into the subject for students and practitioners alike. --Julien Hugonnier, Swiss Finance Institute Author InformationSantiago Moreno-Bromberg is senior researcher in the Center for Finance and Insurance at the University of Zurich. Jean-Charles Rochet is professor of banking at the University of Zurich, senior chair and head of research at the Swiss Finance Institute, and research director at the Toulouse School of Economics. Tab Content 6Author Website:Countries AvailableAll regions |
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