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A game theory analysis of options: corporate finance and financial intermediation in continuous time

By: Material type: TextTextPublication details: Berlin Springer 2004 Edition: 2nd edDescription: xvi, 174 p. With 42 figuresISBN:
  • 9783540206682
Subject(s): DDC classification:
  • 519.3
Summary: This book shows how to combine game theory and option pricing in order to analyze dynamic multiperson decision problems in continuous time and under uncertainty. The text shows how game theory can be applied to complex problems of corporate finance and financial intermediation. Besides providing theoretical foundations and serving as a guide to stochastic game theory modeling in continuous time, the text contains numerous applications to the theory of corporate finance and financial intermdiation, such as design of debt contract, capital structure choice, the structure of banking deposit contracts, and the incentive effects of deposit insurance.
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Item type Current library Item location Shelving location Call number Status Date due Barcode
Books Vikram Sarabhai Library Rack 28-B / Slot 1407 (0 Floor, East Wing) General Stacks 519.3 Z4G2 (Browse shelf(Opens below)) Available 159530

This book shows how to combine game theory and option pricing in order to analyze dynamic multiperson decision problems in continuous time and under uncertainty. The text shows how game theory can be applied to complex problems of corporate finance and financial intermediation. Besides providing theoretical foundations and serving as a guide to stochastic game theory modeling in continuous time, the text contains numerous applications to the theory of corporate finance and financial intermdiation, such as design of debt contract, capital structure choice, the structure of banking deposit contracts, and the incentive effects of deposit insurance.

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