Name: Contract Theory
ISBN: 9780262025768

作者: Patrick Bolton / Mathias Dewatripont
出版社: The MIT Press
出版年: 2004-12-10
页数: 744
定价: USD 78.00
装帧: Hardcover
ISBN: 9780262025768

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Despite the vast research literature on topics relating to contract theory, only a few of the field's core ideas are covered in microeconomics textbooks. This long-awaited book fills the need for a comprehensive textbook on contract theory suitable for use at the graduate and advanced undergraduate levels. It covers the areas of agency theory, information economics, and organiz...

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销魂蛋 2019-03-26 10:32:56 格致出版社2008版

合同理论的发展三阶段

这本书着重于模型构建，但其理论演进大致归纳起来，可分为三个阶段。第一个阶段当然是由科斯提出交易费用引发的，在其两篇经典论文中着重解决的问题是：既然市场是资源配置的有效率的方式，那么企业为何会出现？另外，企业的边界在哪里？科斯对第一个问题的回答，直接引出了交... (展开)

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读书笔记 · · · · · ·

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最新笔记

展开收起
第373页 Dynamic Adverse Selection

[已注销]

2012-06-01 11:17

推荐

回应 2012-06-01 11:17
展开收起
第81页 Finite Number of Types

[已注销]

The reasoning is similar with the JSAC 11 paper. Lin Gao et.al "Spectrum Trading in Cognitive Ratio Networks: A Contract-Theoretic Modeling Approach", in IEEE JSAC, 2011. If the buyer's utility satisfies the Spence-Mirrlees single-crossing condition: \begin{equation*} \frac{\partial}{\partial\theta}\left[-\frac{\partial u/\partial q}{\partial u /\partial T}\right]>0 \end{equation*}
2012-05-23 17:15

The reasoning is similar with the JSAC 11 paper. Lin Gao et.al "Spectrum Trading in Cognitive Ratio Networks: A Contract-Theoretic Modeling Approach", in IEEE JSAC, 2011. If the buyer's utility satisfies the Spence-Mirrlees single-crossing condition:
\begin{equation*} \frac{\partial}{\partial\theta}\left[-\frac{\partial u/\partial q}{\partial u /\partial T}\right]>0 \end{equation*}

推荐

回应 2012-05-23 17:15
展开收起
第49页 Perfect Price Discrimination

[已注销]

Optimal contract under perfect information: For a contract ($(q, T)$), where ($q$) is the number of units purchased, ($T$) is the total amount paid to the seller. The utility for a buyer: ($u(q, T, \theta)=\theta v(q)-T$), in which ($\theta$) is the type of the buyer. Note that ($v(q)$) should satisfy the following condition: \begin{eqnarray*} v'(q)&>&0 \\ v''(q)&<0& \end{...
2012-05-23 16:46

Optimal contract under perfect information: For a contract ($(q, T)$), where ($q$) is the number of units purchased, ($T$) is the total amount paid to the seller. The utility for a buyer: ($u(q, T, \theta)=\theta v(q)-T$), in which ($\theta$) is the type of the buyer. Note that ($v(q)$) should satisfy the following condition:
\begin{eqnarray*} v'(q)&>&0 \\ v''(q)&<0& \end{eqnarray*}
In another word, ($v(q)$) is concave. The utility for a seller for selling a contract ($(q, T)$): ($\pi=T-cq$), in which ($c$) is the seller's unit production cost. Suppose the utility without choosing any contract is ($\bar{u}$) for a buyer. With perfect information, the optimal contract design is transformed to the following optimization problem:
\begin{eqnarray*} \max_{T_i, q_i}&\quad&T_i-cq_i \\ \textrm{subject to}&\quad&\theta_iv(q_i)-T_i\geq \bar{u} \end{eqnarray*}
The solution ($(\tilde{q_i}, \tilde{T_i})$) is that:
\begin{eqnarray*} \theta_iv'(\tilde{q_i})&=&c\\ \theta_iv(\tilde{q_i})&=&\tilde{T_i}+\bar{u} \end{eqnarray*}
The first equation can be obtained by take the first order derivative on ($T_i-cq_i$).

推荐

回应 2012-05-23 16:46

展开收起
第49页 Perfect Price Discrimination

[已注销]

Optimal contract under perfect information: For a contract ($(q, T)$), where ($q$) is the number of units purchased, ($T$) is the total amount paid to the seller. The utility for a buyer: ($u(q, T, \theta)=\theta v(q)-T$), in which ($\theta$) is the type of the buyer. Note that ($v(q)$) should satisfy the following condition: \begin{eqnarray*} v'(q)&>&0 \\ v''(q)&<0& \end{...
2012-05-23 16:46

Optimal contract under perfect information: For a contract ($(q, T)$), where ($q$) is the number of units purchased, ($T$) is the total amount paid to the seller. The utility for a buyer: ($u(q, T, \theta)=\theta v(q)-T$), in which ($\theta$) is the type of the buyer. Note that ($v(q)$) should satisfy the following condition:
\begin{eqnarray*} v'(q)&>&0 \\ v''(q)&<0& \end{eqnarray*}
In another word, ($v(q)$) is concave. The utility for a seller for selling a contract ($(q, T)$): ($\pi=T-cq$), in which ($c$) is the seller's unit production cost. Suppose the utility without choosing any contract is ($\bar{u}$) for a buyer. With perfect information, the optimal contract design is transformed to the following optimization problem:
\begin{eqnarray*} \max_{T_i, q_i}&\quad&T_i-cq_i \\ \textrm{subject to}&\quad&\theta_iv(q_i)-T_i\geq \bar{u} \end{eqnarray*}
The solution ($(\tilde{q_i}, \tilde{T_i})$) is that:
\begin{eqnarray*} \theta_iv'(\tilde{q_i})&=&c\\ \theta_iv(\tilde{q_i})&=&\tilde{T_i}+\bar{u} \end{eqnarray*}
The first equation can be obtained by take the first order derivative on ($T_i-cq_i$).

推荐

回应 2012-05-23 16:46
展开收起
第81页 Finite Number of Types

[已注销]

The reasoning is similar with the JSAC 11 paper. Lin Gao et.al "Spectrum Trading in Cognitive Ratio Networks: A Contract-Theoretic Modeling Approach", in IEEE JSAC, 2011. If the buyer's utility satisfies the Spence-Mirrlees single-crossing condition: \begin{equation*} \frac{\partial}{\partial\theta}\left[-\frac{\partial u/\partial q}{\partial u /\partial T}\right]>0 \end{equation*}
2012-05-23 17:15

The reasoning is similar with the JSAC 11 paper. Lin Gao et.al "Spectrum Trading in Cognitive Ratio Networks: A Contract-Theoretic Modeling Approach", in IEEE JSAC, 2011. If the buyer's utility satisfies the Spence-Mirrlees single-crossing condition:
\begin{equation*} \frac{\partial}{\partial\theta}\left[-\frac{\partial u/\partial q}{\partial u /\partial T}\right]>0 \end{equation*}

推荐

回应 2012-05-23 17:15
展开收起
第373页 Dynamic Adverse Selection

[已注销]

2012-06-01 11:17

推荐

回应 2012-06-01 11:17

展开收起
第373页 Dynamic Adverse Selection

[已注销]

2012-06-01 11:17

推荐

回应 2012-06-01 11:17
展开收起
第81页 Finite Number of Types

[已注销]

The reasoning is similar with the JSAC 11 paper. Lin Gao et.al "Spectrum Trading in Cognitive Ratio Networks: A Contract-Theoretic Modeling Approach", in IEEE JSAC, 2011. If the buyer's utility satisfies the Spence-Mirrlees single-crossing condition: \begin{equation*} \frac{\partial}{\partial\theta}\left[-\frac{\partial u/\partial q}{\partial u /\partial T}\right]>0 \end{equation*}
2012-05-23 17:15

The reasoning is similar with the JSAC 11 paper. Lin Gao et.al "Spectrum Trading in Cognitive Ratio Networks: A Contract-Theoretic Modeling Approach", in IEEE JSAC, 2011. If the buyer's utility satisfies the Spence-Mirrlees single-crossing condition:
\begin{equation*} \frac{\partial}{\partial\theta}\left[-\frac{\partial u/\partial q}{\partial u /\partial T}\right]>0 \end{equation*}

推荐

回应 2012-05-23 17:15
展开收起
第49页 Perfect Price Discrimination

[已注销]

Optimal contract under perfect information: For a contract ($(q, T)$), where ($q$) is the number of units purchased, ($T$) is the total amount paid to the seller. The utility for a buyer: ($u(q, T, \theta)=\theta v(q)-T$), in which ($\theta$) is the type of the buyer. Note that ($v(q)$) should satisfy the following condition: \begin{eqnarray*} v'(q)&>&0 \\ v''(q)&<0& \end{...
2012-05-23 16:46

Optimal contract under perfect information: For a contract ($(q, T)$), where ($q$) is the number of units purchased, ($T$) is the total amount paid to the seller. The utility for a buyer: ($u(q, T, \theta)=\theta v(q)-T$), in which ($\theta$) is the type of the buyer. Note that ($v(q)$) should satisfy the following condition:
\begin{eqnarray*} v'(q)&>&0 \\ v''(q)&<0& \end{eqnarray*}
In another word, ($v(q)$) is concave. The utility for a seller for selling a contract ($(q, T)$): ($\pi=T-cq$), in which ($c$) is the seller's unit production cost. Suppose the utility without choosing any contract is ($\bar{u}$) for a buyer. With perfect information, the optimal contract design is transformed to the following optimization problem:
\begin{eqnarray*} \max_{T_i, q_i}&\quad&T_i-cq_i \\ \textrm{subject to}&\quad&\theta_iv(q_i)-T_i\geq \bar{u} \end{eqnarray*}
The solution ($(\tilde{q_i}, \tilde{T_i})$) is that:
\begin{eqnarray*} \theta_iv'(\tilde{q_i})&=&c\\ \theta_iv(\tilde{q_i})&=&\tilde{T_i}+\bar{u} \end{eqnarray*}
The first equation can be obtained by take the first order derivative on ($T_i-cq_i$).

推荐

回应 2012-05-23 16:46

论坛 · · · · · ·


这书写的真是粗糙啊......	来自focout	4 回应	2012-10-07
MIT 合同理论的主要用书	来自softair		2008-02-22
书不错，就是作者语言很奇怪	来自豆瓣用户		2007-12-03

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Contract Theory

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合同理论的发展三阶段

读书笔记 · · · · · ·

展开 收起
第373页 Dynamic Adverse Selection

展开 收起
第81页 Finite Number of Types

展开 收起
第49页 Perfect Price Discrimination

展开 收起
第49页 Perfect Price Discrimination

展开 收起
第81页 Finite Number of Types

展开 收起
第373页 Dynamic Adverse Selection

展开 收起
第373页 Dynamic Adverse Selection

展开 收起
第81页 Finite Number of Types

展开 收起
第49页 Perfect Price Discrimination

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0 有用 Q.E.D. 2018-11-15

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