Anbieter: Studibuch, Stuttgart, Deutschland
hardcover. Zustand: Sehr gut. 268 Seiten; 9783642141997.2 Gewicht in Gramm: 2.
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 140,12
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. In.
Sprache: Englisch
Verlag: Springer Berlin Heidelberg, 2012
ISBN 10: 3642141994 ISBN 13: 9783642141997
Anbieter: moluna, Greven, Deutschland
EUR 124,20
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New.
Sprache: Englisch
Verlag: Springer, Springer Vieweg, 2012
ISBN 10: 3642141994 ISBN 13: 9783642141997
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization problems of finding the optimal contracts between two parties, under various assumptions on the information they have access to, and the effect they have on the underlying 'profit/loss' values. This monograph surveys recent results of the theory in a systematic way, using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion. Optimal contracts are characterized via a system of Forward-Backward Stochastic Differential Equations. In a number of interesting special cases these can be solved explicitly, enabling derivation of many qualitative economic conclusions.
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
EUR 222,57
Anzahl: 2 verfügbar
In den WarenkorbHardcover. Zustand: Brand New. 2013 edition. 267 pages. French language. 9.50x6.50x0.75 inches. In Stock.