Continuous-Time Models in Corporate Finance, Banking, and Insurance: A User's Guide

by Santiago Moreno-Bromberg and Jean-Charles Rochet

Book Overview

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...

• Format: Hardcover
• Language: English
• ISBN: 0691176523
• ISBN13: 9780691176529
• Release Date: January 2018
• Publisher: Princeton University Press
• Length: 176 Pages
• Weight: 1.23 lbs.
• Dimensions: 1.0" x 6.3" x 9.2"