Zero Lower Bound Term Structure Modeling

A Practitioner’s Guide

Specificaties
Gebonden, blz. | Engels
Palgrave Macmillan US | e druk, 2015
ISBN13: 9781137408327
Rubricering
Juridisch :
Palgrave Macmillan US e druk, 2015 9781137408327
Onderdeel van serie Applied Quantitative Finance
€ 141,77
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Samenvatting

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.

Specificaties

ISBN13:9781137408327
Taal:Engels
Bindwijze:gebonden
Uitgever:Palgrave Macmillan US

Inhoudsopgave

Chapter 1: Introduction Chapter 2: A New Framework for a New Environment Chapter 3: Gaussian Affine Term Structure Models Chapter 4: Krippner Framework for ZLB Term Structure Modeling Chapter 5: Black Framework for ZLB Term Structure Modeling Chapter 6: K-ANSM Foundations and "Effective Monetary Stimulus" Chapter 7: Monetary Policy Applications Chapter 8: Financial Market Applications Chapter 9: Conclusions and Future Research Directions Appendix A: Matrix Notation

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€ 141,77
Levertijd ongeveer 9 werkdagen
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        Zero Lower Bound Term Structure Modeling