Add to ORKGContinuous-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
International audienceSOFI is a software tool marketed by the company MGDIS. It is designed to the p...
Yielding new insights into important market phenomena like asset price bubbles and trading constrain...
We present an overview of corporate-finance models where firms are subject to exogenous market frict...
Continuous-Time Models in Corporate Finance synthesizes four decades of research to show how stochas...
I survey and assess the development of continuous-time methods in finance during the last 30 years. ...
This book explains key financial concepts, mathematical tools and theories of mathematical finance. ...
This cumulative dissertation extends the literature strand on dynamic trade-off models in corporate ...
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional...
International audienceIn this paper, we construct a continuous-in-time model which is designed to be...
This paper models the behaviour of financial ratios using the techniques of continuous time stochast...
This thesis considers continuous-time series processes defined by classical stochastic differential ...
In this paper we illustrate the interplay between Mathematics and Finance, pointing out the relevanc...
This paper reviews some applications of continuous time random walks (CTRWs) to Finance and Economic...
This textbook, now in its third edition, offers a rigorous and self-contained introduction to the th...
This invited talk considers a classical actuarial problem associated with the solvency of companies ...
International audienceSOFI is a software tool marketed by the company MGDIS. It is designed to the p...
Yielding new insights into important market phenomena like asset price bubbles and trading constrain...
We present an overview of corporate-finance models where firms are subject to exogenous market frict...
Continuous-Time Models in Corporate Finance synthesizes four decades of research to show how stochas...
I survey and assess the development of continuous-time methods in finance during the last 30 years. ...
This book explains key financial concepts, mathematical tools and theories of mathematical finance. ...
This cumulative dissertation extends the literature strand on dynamic trade-off models in corporate ...
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional...
International audienceIn this paper, we construct a continuous-in-time model which is designed to be...
This paper models the behaviour of financial ratios using the techniques of continuous time stochast...
This thesis considers continuous-time series processes defined by classical stochastic differential ...
In this paper we illustrate the interplay between Mathematics and Finance, pointing out the relevanc...
This paper reviews some applications of continuous time random walks (CTRWs) to Finance and Economic...
This textbook, now in its third edition, offers a rigorous and self-contained introduction to the th...
This invited talk considers a classical actuarial problem associated with the solvency of companies ...
International audienceSOFI is a software tool marketed by the company MGDIS. It is designed to the p...
Yielding new insights into important market phenomena like asset price bubbles and trading constrain...
We present an overview of corporate-finance models where firms are subject to exogenous market frict...