Contract theory : discrete- and continuous-time models / Jaeyoung Sung.
Sung, Jaeyoung, author.
2023
HB199
Available Online

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Title Contract theory : discrete- and continuous-time models / Jaeyoung Sung.
Author Sung, Jaeyoung, author.
ISBN 9789819954872 (electronic bk.)
9819954878 (electronic bk.)
9789819954865
981995486X
DOI https://doi.org/10.1007/978-981-99-5487-2
Published Singapore : Springer, 2023.
Language English
Description 1 online resource (337 pages) : illustrations (black and white, and color).
Item Number 10.1007/978-981-99-5487-2 doi
Call Number HB199
Dewey Decimal Classification 330.0151
Summary 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.
Bibliography, etc. Note Includes bibliographical references and indexes.
Access Note Access limited to authorized users.
Source of Description Description based on print version record.
Available in Other Form Contract theory.
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Introduction
Incentive Problems
Basic Structures of Contracting Problems
Discrete-Time Formulation I
Discrete-Time Formulation II
Contracting in Continuous Time: Time-Multiplicative Preferences
Optimal Performance Metrics
Contracting under Incomplete Information
Career Concerns in Competitive Executive Job Markets
Agency Problem in Weak Formulation
Contracting with a Mean-Volatility Controlled Outcome
Hierarchical Contracting: A Mean-Volatility Control Problem
Contracting in Continuous Time: Time-Additive Preferences
Contracting under Ambiguity: Introduction
Contracting under Ambiguity in Continuous Time
Information Asymmetry: Hidden Information
Information Asymmetry: Adverse Selection
Information Asymmetry: Adverse Selection and Moral Hazard.

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