contract theory in continuous time models

contract theory in continuous time models

ID:7287222

大小:1.80 MB

页数:268页

时间:2018-02-10

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1、SpringerFinanceEditorialBoardM.AvellanedaG.Barone-AdesiM.BroadieM.H.A.DavisE.DermanC.KlüppelbergW.SchachermayerSpringerFinanceSpringerFinanceisaprogrammeofbooksaddressingstudents,academicsandprac-titionersworkingonincreasinglytechnicalapproachestotheanalysisofÞnancialmarkets.Itaimstocoveravar

2、ietyoftopics,notonlymathematicalÞnancebutforeignexchanges,termstructure,riskmanagement,portfoliotheory,equityderiva-tives,andÞnancialeconomics.Forfurthervolumes:www.springer.com/series/3674JakšaCvitanic«JianfengZhangContractTheoryinContinuous-TimeModelsJakšaCvitanic«JianfengZhangDivisionofth

3、eHumanitiesDepartmentofMathematicsandSocialSciencesUniversityofSouthernCaliforniaCaliforniaInstituteofTechnologyLosAngeles,CA,USAPasadena,CA,USAandEDHECBusinessSchoolNice,FranceISBN978-3-642-14199-7ISBN978-3-642-14200-0(eBook)DOI10.1007/978-3-642-14200-0SpringerHeidelbergNewYorkDordrechtLondo

4、nLibraryofCongressControlNumber:2012946750MathematicsSubjectClassiÞcation(2010):91G80,93E20JELClassiÞcation:C61,C73,D86,G32,G35,J33,M52©Springer-VerlagBerlinHeidelberg2013Thisworkissubjecttocopyright.AllrightsarereservedbythePublisher,whetherthewholeorpartofthematerialisconcerned,speciÞcallyt

5、herightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting,reproductiononmicroÞlmsorinanyotherphysicalway,andtransmissionorinformationstorageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarmethodologynowknownorhereafterdeveloped.Exemptedfromthisleg

6、alreservationarebriefexcerptsinconnectionwithreviewsorscholarlyanalysisormaterialsuppliedspeciÞcallyforthepurposeofbeingenteredandexecutedonacomputersystem,forexclusiveusebythepurchaserofthework.DuplicationofthispublicationorpartsthereofispermittedonlyundertheprovisionsoftheCopyrightLawoftheP

7、ublisherÕslocation,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.PermissionsforusemaybeobtainedthroughRightsLinkattheCopyrightClearanceCenter.ViolationsareliabletoprosecutionundertherespectiveCopyrightLaw.Theuseofgen

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