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eISBN : 9783642142000

Sommaire : Part I Introduction

1Principal–Agent Problem
2 Single-Period Examples

Part II First Best: Risk Sharing Under Full Information

3 Linear Models with Project Selection, and Preview of Results
4 The General Risk Sharing Problem

Part III Second Best: Contracting Under Hidden Action—The Case of Moral Hazard

5 Mathematical Theory for General Moral Hazard Problems
6 Special Cases and Applications
7 An Application to Capital Structure Problems: Optimal Financing of a Company

Part IV Third Best: Contracting Under Hidden Action and Hidden Type—The Case of Moral Hazard and Adverse Selection

8 Adverse Selection

Part V Backward SDEs and Forward-Backward SDEs

9 Backward SDEs
10 Stochastic Maximum Principle
11 Forward-Backward SDEs
References
Index .

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque