Contract Theory: Discrete- and Continuous-Time Models
Sung, Jaeyoung
Venduto da Books Puddle, New York, NY, U.S.A.
Venditore AbeBooks dal 22 novembre 2018
Nuovi - Brossura
Condizione: Nuovo
Quantità: 4 disponibili
Aggiungere al carrelloVenduto da Books Puddle, New York, NY, U.S.A.
Venditore AbeBooks dal 22 novembre 2018
Condizione: Nuovo
Quantità: 4 disponibili
Aggiungere al carrelloThis book provides a self-contained introduction to discrete-time and continuous-time models in contracting theory to advanced undergraduate and graduate students in economics and finance and researchers focusing on closed-form solutions and their economic implications. Discrete-time models are introduced to highlight important elements in both economics and mathematics of contracting problems and to serve as a bridge for continuous-time models and their applications. The book serves as a bridge between the currently two almost separate strands of textbooks on discrete- and continuous-time contracting models
This book is written in a manner that makes complex mathematical concepts more accessible to economists. However, it would also be an invaluable tool for applied mathematicians who are looking to learn about possible economic applications of various control methods.
Jaeyoung Sung is currently Professor Emeritus of Finance at Ajou University, South Korea. He served as principal investigator of the WCU (World Class University) project to establish a world-class financial engineering program at Ajou University. He also taught at University of Illinois at Chicago, and he was visiting professor at Washington University in St. Louis, University of New South Wales, and University of Southern California. His research interests lie in agency theory, asset pricing and market microstructure. He has published on continuous-time agency problems in economics and finance journals such as Journal of Economic Theory, Rand Journal of Economics, Review of Financial Studies, Mathematical Finance, and others.
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Quantità dell?ordine | Da 12 a 19 giorni lavorativi | Da 12 a 14 giorni lavorativi |
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