Security design with interim public information

DOI10.1016/J.JMATECO.2018.02.005zbMath1388.91142OpenAlexW3121204032WikidataQ130185442 ScholiaQ130185442MaRDI QIDQ1748378

André Stenzel

Publication date: 9 May 2018

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2018.02.005

zbMATH Keywords

tranchingsecurity designpecking orderpublic information arrival

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

Incentive-compatibility, limited liability and costly liquidation in financial contracting

Cites Work

• Limited liability and incentive contracting with ex-ante action choices
• Liquid bundles
• Optimal contracts and competitive markets with costly state verification
• Why banks should keep secrets
• Adverse Selection and Convertible Bonds
• Bank Runs, Deposit Insurance, and Liquidity
• Financial Intermediation and Delegated Monitoring
• Incentive-Compatible Debt Contracts: The One-Period Problem
• A Liquidity-based Model of Security Design
• Strategic Liquidity Supply and Security Design

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