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Stochastic optimal control, international finance, and debt crises

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Bibliographic Details
Main Authors: Stein Jerome L.
Published: Oxford University Press,
Publisher Address: Oxford New York
Publication Dates: 2006.
Literature type: Book
Language: English
Subjects:
Foreign exchange rates > Mathematical models.
Equilibrium (Economics) > Mathematical models.
Debts, Public > Mathematical models.
Endogenous growth (Economics) > Mathematical models.
Stochastic processes > Mathematical models.
Carrier Form: xvii, 286 p.: ill. ; 24 cm.
ISBN: 0199280576 (alk. paper)
9780199280575 (alk. paper)
Index Number: F224
CLC: F224.9
F830.73
Call Number: F830.73/S819
Contents: Includes bibliographical references and index.
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.

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