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Contribution Details
| Type | Book/Research Monograph |
| Scope | Discipline-based scholarship |
| Title | Continuous-Time Models in Corporate Finance, Banking, and Insurance |
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| Authors |
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| Status | Published in final form |
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| Place of Publication | Princeton, USA |
| Publisher | Princeton University Press |
| ISBN | 978-0-691-17652-9 |
| Number of Pages | 176 |
| Date | 2018 |
| Abstract Text | Continuous-Time Models in Corporate Finance synthesizes four decades of research to show how stochastic calculus can be used in corporate finance. Combining mathematical rigor with economic intuition, Santiago Moreno-Bromberg and Jean-Charles Rochet analyze corporate decisions such as dividend distribution, the issuance of securities, and capital structure and default. They pay particular attention to financial intermediaries, including banks and insurance companies. |
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| Other Identification Number | merlin-id:16353 |
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