Link to the ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 9783642142000

Contents : 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 .

Language : English

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque