Stochastic optimal control, international finance, and debt crises [electronic resource] / Jerome L. Stein.
By: Stein, Jerome L.
Contributor(s): ebrary, Inc
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Publisher: Oxford ; New York : Oxford University Press, 2006Description: xvii, 286 p. : ill. ; 24 cm.Subject(s): Foreign exchange rates -- Mathematical models | Equilibrium (Economics) -- Mathematical models | Debts, Public -- Mathematical models | Endogenous growth (Economics) -- Mathematical models | Stochastic processes -- Mathematical modelsGenre/Form: Electronic books.DDC classification: 332/.0420151922 Other classification: 83.44 Online resources: An electronic book accessible through the World Wide Web; click to view | Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
| 332/.0420151922 (Browse shelf) | Available |
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Includes bibliographical references and index.
Optimal debt and equilibrium exchange rates in a stochastic environment : an overview -- Stochastic optimal control model of short-term debt -- Stochastic intertemporal optimization : long-term debt continuous time -- The NATREX model and the equilibrium real exchange rate -- The equilibrium real value of the euro : an evaluation of research -- The transition economies : a NATREX evaluation of research -- Country default risk in emerging markets -- Asian crises : theory, evidence, warning signals -- United States current account deficits : a stochastic optimal control analysis.
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Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.