Contract Theory: Discrete- and Continuous-Time Models

Jaeyoung Sung

ISBN 10: 9819954894 / ISBN 13: 9789819954896

Published by Springer, 2024

About this Item

Contract Theory: Discrete- and Continuous-Time Models | Jaeyoung Sung | Taschenbuch | xvii | Englisch | 2024 | Springer | EAN 9789819954896 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Seller Inventory # 130748189

Bibliographic Details

• Title: Contract Theory: Discrete- and Continuous-Time Models
• Publisher: Springer
• Publication Date: 2024
• Language: English
• ISBN 10: 9819954894
• ISBN 13: 9789819954896
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 235W x 155H x 20D millimeters 235 millimeters width by 155 millimeters height by 20 millimeters depth
• Weight: 552 grams
• Seller catalogs:
  • Bücher

About this title

Synopsis

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.

About the Author

Jaeyoung Sung is currently Professor Emeritus of Finance at Ajou University, South Korea. He served as principal investigator of the WCU (World Class University) project to establish a world-class financial engineering program at Ajou University. He also taught at University of Illinois at Chicago, and he was visiting professor at Washington University in St. Louis, University of New South Wales, and University of Southern California. His research interests lie in agency theory, asset pricing and market microstructure. He has published on continuous-time agency problems in economics and finance journals such as Journal of Economic Theory, Rand Journal of Economics, Review of Financial Studies, Mathematical Finance, and others.