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Stochastic optimal control and the U.S. financial debt crisis /

Bibliographic Details
Main Author: Stein, Jerome L.
Format: eBook
Language:English
Published: New York : Springer, [2012]
Subjects:
Debt > United States > Mathematical models.
Stochastic processes > Mathematical models.
United States > Economic conditions > Mathematical models.
Economics.
Distribution (Probability theory).
Economics > Statistics.
Economics/Management Science.
Finance/Investment/Banking.
Probability Theory and Stochastic Processes.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Introduction
  • The Fed, IMF and Disregarded Warnings
  • Failure of the Quants
  • Philosophy of Stochastic Optimal Control Analysis (SOC)
  • Application of Stochastic Optimal Control (SOC) to the US Financial Debt Crisis
  • AIG in the Crisis
  • Crisis of the 1980s
  • The Diversity of Debt Crises in Europe.