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Contract Theory: Discrete- and Continuous-Time Models by Jaeyoung Sung at Abbey's Bookshop,
Contract Theory: Discrete- and Continuous-Time Models
— —
Jaeyoung Sung

Contract Theory

Discrete- and Continuous-Time Models

Jaeyoung Sung

$251.95   $201.58

Hardback

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English
Springer Verlag, Singapore
10 December 2023
Microeconomics; Corporate finance; Applied mathematics
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.
By:  
Imprint:   Springer Verlag, Singapore
Country of Publication:   Singapore
Edition:   2023 ed.
Dimensions:   Height: 235mm,  Width: 155mm, 
Weight:   711g
ISBN:   9789819954865
ISBN 10:   981995486X
Pages:   345
Publication Date:  
Audience:   Professional and scholarly ,  Undergraduate
Format:   Hardback
Publisher's Status:   Active
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.

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.

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