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Contract theorydiscrete- and continuous-time models /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Contract theoryby Jaeyoung Sung.
其他題名:	discrete- and continuous-time models /
作者:	Sung, Jaeyoung.
出版者:	Singapore :Springer Nature Singapore :2023.
面頁冊數:	xvii, 345 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
標題:	Time and economic reactions.
電子資源:	https://doi.org/10.1007/978-981-99-5487-2
ISBN:	9789819954872$q(electronic bk.)

Contract theorydiscrete- and continuous-time models /
Sung, Jaeyoung.

Contract theorydiscrete- and continuous-time models /[electronic resource] :by Jaeyoung Sung. - Singapore :Springer Nature Singapore :2023. - xvii, 345 p. :ill., digital ;24 cm.

Introduction -- Incentive Problems -- Basic Structures of Contracting Problems -- Discrete-Time Formulation I -- Discrete-Time Formulation II -- Contracting in Continuous Time: Time-Multiplicative Preferences -- Optimal Performance Metrics -- Contracting under Incomplete Information -- Career Concerns in Competitive Executive Job Markets -- Agency Problem in Weak Formulation -- Contracting with a Mean-Volatility Controlled Outcome -- Hierarchical Contracting: A Mean-Volatility Control Problem -- Contracting in Continuous Time: Time-Additive Preferences -- Contracting under Ambiguity: Introduction -- Contracting under Ambiguity in Continuous Time -- Information Asymmetry: Hidden Information -- Information Asymmetry: Adverse Selection -- Information Asymmetry: Adverse Selection and Moral Hazard.

This 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.

ISBN: 9789819954872$q(electronic bk.)

Standard No.: 10.1007/978-981-99-5487-2doiSubjects--Topical Terms:

794562
Time and economic reactions.

LC Class. No.: HB199

Dewey Class. No.: 330.0151

Contract theorydiscrete- and continuous-time models /
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505 0 $a Introduction -- Incentive Problems -- Basic Structures of Contracting Problems -- Discrete-Time Formulation I -- Discrete-Time Formulation II -- Contracting in Continuous Time: Time-Multiplicative Preferences -- Optimal Performance Metrics -- Contracting under Incomplete Information -- Career Concerns in Competitive Executive Job Markets -- Agency Problem in Weak Formulation -- Contracting with a Mean-Volatility Controlled Outcome -- Hierarchical Contracting: A Mean-Volatility Control Problem -- Contracting in Continuous Time: Time-Additive Preferences -- Contracting under Ambiguity: Introduction -- Contracting under Ambiguity in Continuous Time -- Information Asymmetry: Hidden Information -- Information Asymmetry: Adverse Selection -- Information Asymmetry: Adverse Selection and Moral Hazard.
520 $a This 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.
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