£73.14

Springer Contract Theory in Continuous-Time Models (Springer Finance)

Price data last checked 14 day(s) ago - will refresh soon

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

This is the most expensive it has ever been. Walk away.

£73 today · previous high £73 · all-time low £73

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 77 days · 77 data points (no recent data)

Historical
Generating forecast…
£73.14 £72.73 £72.82 £72.91 £73.00 £73.09 £73.18 21 May 2026 09 June 2026 28 June 2026 17 July 2026 05 August 2026

Price Distribution

Price distribution over 77 days • 1 price levels

Days at Price
77 days 0 19 39 58 77 £73 Days at Price

Price Analysis

Most common price: £73 (77 days, 100.0%)

Price range: £73 - £73

Price levels: 1 different prices over 77 days

Description

In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization problems of finding the optimal contracts between two parties, under various assumptions on the information they have access to, and the effect they have on the underlying "profit/loss" values. This monograph surveys recent results of the theory in a systematic way, using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion. Optimal contracts are characterized via a system of Forward-Backward Stochastic Differential Equations. In a number of interesting special cases these can be solved explicitly, enabling derivation of many qualitative economic conclusions.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
15 October 2014
Listed Since
16 October 2014

Barcode

No barcode data available

Similar Products You Might Like

A Game Theory Analysis of Options: Corporate Finance and Financial Intermediation in Continuous Time (Springer Finance)
84% match

A Game Theory Analysis of Options: Corporate Finance and Financial Intermediation in Continuous Time (Springer Finance)

Springer

£104.31 04 Aug 2026
Topics in Numerical Methods for Finance: 19 (Springer Proceedings in Mathematics & Statistics, 19)
82% match

Topics in Numerical Methods for Finance: 19 (Springer Proceedings in Mathematics & Statistics, 19)

Springer

£74.76 06 Aug 2026
Control Theory Methods in Economics
81% match

Control Theory Methods in Economics

Springer

£108.01 05 Aug 2026
Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information: Quantitative Methods and Empirical Rules for ... Operations Research & Management Science, 47)
81% match

Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information: Quantitative Methods and Empirical Rules for ... Operations Research & Management Science, 47)

Springer

£75.58 05 Aug 2026
Stochastic Modeling in Economics and Finance: 75 (Applied Optimization, 75)
81% match

Stochastic Modeling in Economics and Finance: 75 (Applied Optimization, 75)

Springer

£76.42 13 Aug 2026
Stochastic Optimization in Continuous Time
81% match

Stochastic Optimization in Continuous Time

Cambridge University Press

£37.01 04 Jul 2026
Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems (Communications and Control Engineering)
81% match

Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems (Communications and Control Engineering)

Springer

£108.01 05 Aug 2026
Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
81% match

Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems

Springer

£106.69 05 Aug 2026
Economic Dynamics and Distributions: Differential Equations, Optimal Control and Applications: 32 (Dynamic Modeling and Econometrics in Economics and Finance, 32)
81% match

Economic Dynamics and Distributions: Differential Equations, Optimal Control and Applications: 32 (Dynamic Modeling and Econometrics in Economics and Finance, 32)

Springer

£61.19 05 Aug 2026
Basics of Applied Stochastic Processes (Probability and Its Applications)
81% match

Basics of Applied Stochastic Processes (Probability and Its Applications)

Springer

£46.02 03 Aug 2026
Stochastic Models and Option Values: Applications to Resources, Environment and Investment Problems: 200 (Contributions to Economic Analysis, 200)
80% match

Stochastic Models and Option Values: Applications to Resources, Environment and Investment Problems: 200 (Contributions to Economic Analysis, 200)

Parlux

£124.41 18 Aug 2026
Numerical Methods in Finance: Bordeaux, June 2010: 12 (Springer Proceedings in Mathematics, 12)
80% match

Numerical Methods in Finance: Bordeaux, June 2010: 12 (Springer Proceedings in Mathematics, 12)

Springer

£100.11 06 Aug 2026
Optimal Statistical Inference in Financial Engineering
80% match

Optimal Statistical Inference in Financial Engineering

CRC Press

£164.04 04 Aug 2026
Selected Aspects of Fractional Brownian Motion: 04 (Bocconi & Springer Series)
80% match

Selected Aspects of Fractional Brownian Motion: 04 (Bocconi & Springer Series)

Springer

£100.11 16 Aug 2026
Stochastic-Process Limits: An Introduction to Stochastic-Process Limits and Their Application to Queues (Springer Series in Operations Research and Financial Engineering)
80% match

Stochastic-Process Limits: An Introduction to Stochastic-Process Limits and Their Application to Queues (Springer Series in Operations Research and Financial Engineering)

Springer

£109.08 06 Aug 2026
Differential Equations, Discrete Systems and Control: Economic Models: 3 (Mathematical Modelling: Theory and Applications, 3)
80% match

Differential Equations, Discrete Systems and Control: Economic Models: 3 (Mathematical Modelling: Theory and Applications, 3)

Springer

£76.42 08 Aug 2026
Optimization of Stochastic Discrete Systems and Control on Complex Networks: Computational Networks: 12 (Advances in Computational Management Science, 12)
80% match

Optimization of Stochastic Discrete Systems and Control on Complex Networks: Computational Networks: 12 (Advances in Computational Management Science, 12)

Springer

£77.49 06 Aug 2026
Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming: 75 (Probability Theory and Stochastic Modelling, 75)
80% match

Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming: 75 (Probability Theory and Stochastic Modelling, 75)

Springer

£84.32 29 Jul 2026
Parameter Estimation in Fractional Diffusion Models: 8 (Bocconi & Springer Series, 8)
80% match

Parameter Estimation in Fractional Diffusion Models: 8 (Bocconi & Springer Series, 8)

Springer

£84.17 06 Aug 2026
Derivative Securities and Difference Methods (Springer Finance)
80% match

Derivative Securities and Difference Methods (Springer Finance)

Springer

Price unavailable
An Intuitive Introduction to Finance and Derivatives: Concepts, Terminology and Models (Springer Texts in Business and Economics)
80% match

An Intuitive Introduction to Finance and Derivatives: Concepts, Terminology and Models (Springer Texts in Business and Economics)

Springer

£52.80 03 Aug 2026
Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Market Strategies: 163 (International Series in Operations Research & Management Science, 163)
80% match

Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Market Strategies: 163 (International Series in Operations Research & Management Science, 163)

Springer

£109.08 06 Aug 2026
Control of Spatially Structured Random Processes and Random Fields with Applications: 86 (Nonconvex Optimization and Its Applications, 86)
80% match

Control of Spatially Structured Random Processes and Random Fields with Applications: 86 (Nonconvex Optimization and Its Applications, 86)

Springer

£76.42 05 Aug 2026
Asymptotic Theory of Statistical Inference for Time Series (Springer Series in Statistics)
80% match

Asymptotic Theory of Statistical Inference for Time Series (Springer Series in Statistics)

Springer

£121.72 03 Aug 2026