Research Catalog

Stochastic optimal control, international finance, and debt crises

Title
Stochastic optimal control, international finance, and debt crises / Jerome L. Stein.
Author
Stein, Jerome L.
Publication
Oxford ; New York : Oxford University Press, 2006.

Available Online

Table of contents

Items in the Library & Off-site

Filter by

1 Item

StatusFormatAccessCall NumberItem Location
TextRequest in advance JBE 06-827Offsite

Details

Description
xvii, 286 p. : ill.; 24 cm.
Subjects
Bibliography (note)
  • Includes bibliographical references and index.
Contents
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.
Call Number
JBE 06-827
ISBN
0199280576 (alk. paper)
LCCN
  • 2005034735
  • 9780199280575 (alk. paper)
OCLC
62421184
Author
Stein, Jerome L.
Title
Stochastic optimal control, international finance, and debt crises / Jerome L. Stein.
Imprint
Oxford ; New York : Oxford University Press, 2006.
Bibliography
Includes bibliographical references and index.
Connect to:
Table of contents
Other Standard Identifier
9780199280575 (alk. paper)
Research Call Number
JBE 06-827
View in Legacy Catalog