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Author:
Stein, Jerome L.,
Title:
Stochastic optimal control, international finance, and debt crises / Jerome L. Stein.
Publisher:
Oxford University Press,
Copyright Date:
2006
Description:
xvii, 286 p. : ill. ; 24 cm.
Subject:
Foreign exchange rates--Mathematical models.
Equilibrium (Economics)--Mathematical models.
Debts, Public--Mathematical models.
Endogenous growth (Economics)--Mathematical models.
Stochastic processes--Mathematical models.
Notes:
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.
ISBN:
9780199280575 (alk. paper)
0199280576 (alk. paper)
OCLC:
(OCoLC)62421184
LCCN:
2005034735
Locations:
UNUX074 -- University of Northern Iowa - Rod Library (Cedar Falls)

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