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Stochastic optimal control, international finance, and debt crises /

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Bibliographic Details
Main Author: Stein, Jerome L.
Format: Book
Language:English
Published: Oxford ; New York : Oxford University Press, 2006.
Subjects:
Foreign exchange rates > Mathematical models.
Equilibrium (Economics) > Mathematical models.
Debts, Public > Mathematical models.
Endogenous growth (Economics) > Mathematical models.
Stochastic processes > Mathematical models.
Online Access:Table of contents
Table of 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.