Security design [electronic resource] : part 2 of 3 / Tom Noe.
Material type:
FilmSeries: Henry Stewart talksBusiness & management collection. Corporate financing: Publisher: London : Henry Stewart Talks, 2014Description: 1 online resource (1 streaming video file (32 min.) : color, sound)Other title: Security design, part 2 of 3Subject(s): Bayesian statistical decision theory | Corporations -- Finance | Entrepreneurship -- Finance | Securities -- Mathematical models | Stochastic programmingOnline resources: Click here to access online | Series Animated audio-visual presentation with synchronized narration.
Title from title frames.
Contents: Ex ante information asymmetry -- Example model (Nachman & Noe 1994) -- Securities -- Actions and beliefs -- Valuation -- Entrepreneur payoffs and strategies -- Investor beliefs and price assignment -- Perfect Bayesian Equilibrium (PBE) -- D1 refinement of PBE (Cho & Kreps) -- Mathematics of security design -- The dual problem and solution -- Stochastic dominance and debt -- Conditional stochastic dominance.
Access restricted to subscribers.
Mode of access: World Wide Web.