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Zero Lower Bound Term Structure Modeling: A Practitioner’s Guide - Applied Quantitative Finance L. Krippner
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Zero Lower Bound Term Structure Modeling: A Practitioner’s Guide - Applied Quantitative Finance
L. Krippner
Nominal yields on government debt in several countries have fallen very near their zero lower bound (ZLB), causing a liquidity trap and limiting the capacity to stimulate economic growth. This book provides a comprehensive reference to ZLB structure modeling in an applied setting.
440 pages, 80 graphs
| Médias | Livres Hardcover Book (Livre avec dos et couverture rigide) |
| Validé | 20 janvier 2015 |
| ISBN13 | 9781137408327 |
| Éditeurs | Palgrave Macmillan |
| Pages | 409 |
| Dimensions | 164 × 243 × 28 mm · 812 g |
| Langue et grammaire | Anglais |
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