Research Catalog

Stochastic optimal control, international finance, and debt crises

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

Available Online

  • Available from home with a valid library card
  • Available onsite at NYPL

Details

Description
1 online resource (xvii, 286 p.) : ill.
Uniform Title
Stochastic optimal control, international finance, and debt crises (Online)
Alternative Title
Stochastic optimal control, international finance, and debt crises (Online)
Subject
  • Foreign exchange rates > Mathematical models
  • Equilibrium (Economics) > Mathematical models
  • Debts, Public > Mathematical models
  • Endogenous growth (Economics) > Mathematical models
  • Stochastic processes > Mathematical models
Bibliography (note)
  • Includes bibliographical references and index.
Access (note)
  • Access restricted to authorized users.
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.
LCCN
2005034735
OCLC
ssj0000089669
Author
Stein, Jerome L.
Title
Stochastic optimal control, international finance, and debt crises [electronic resource] / Jerome L. Stein.
Imprint
Oxford ; New York : Oxford University Press, 2006.
Bibliography
Includes bibliographical references and index.
Access
Access restricted to authorized users.
Connect to:
Available from home with a valid library card
Available onsite at NYPL
View in Legacy Catalog