Similar Search Results

Strategic behavior in the tri-party repo market

Ennis, Huberto M. - In: Economic quarterly 97 (2011) 4, pp. 389-413

Persistent link: https://www.econbiz.de/10009660294

Der Bankenpool : ökonomische Analyse des Sicherheitenpoolvertrages zwischen Banken in der Krise eines gemeinsamen Schuldners

Kassow, Achim - 1996

Persistent link: https://www.econbiz.de/10000935856

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

Ziegler, Alexandre - 2004 - 2. ed.

This book shows how to combine game theory and option pricing in order to analyze dynamic multiperson decision problems … latter can be addressed by game theory. The text shows how both instruments can be combined and how game theory can be … serving as a guide to stochastic game theory modelling in continuous time, the text contains numerous applications to the …

Persistent link: https://www.econbiz.de/10001825966

Moral hazard and secured lending in an infinitely repeated credit market game

Boot, Arnoud W. A. - In: International economic review 35 (1994) 4, pp. 899-920

Persistent link: https://www.econbiz.de/10001172628

Gold, liquidity and secured loans in a multistage economy

Shubik, Martin - In: Journal of economics 50 (1990), pp. 1-23

Persistent link: https://www.econbiz.de/10001080338

Rational Belief Bubbles

Sohn, H. - 2018

We propose an extension of the class of rational expectations bubbles (REBs) to the more general rational beliefs setting of Kurz (1994a,b). In a potentially non-stationary but stationarizable environment, it is possible to hold more than one (small-r) “rational” expectation. When rational...

Persistent link: https://www.econbiz.de/10012919580