Stochastic Optimal Control, International Finance, and Debt Crises

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Stochastic Optimal Control, International Finance, and Debt Crises
Автор
 
Год
 
Страниц
 
304
ISBN
 
ISBN10:0199280576
Издатель
 
Oxford University Press, USA
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Книга Stochastic Optimal Control, International Finance, and Debt Crises Stochastic Optimal Control, International Finance, and Debt CrisesКниги Менеджмент Автор: Jerome L. Stein Год издания: 2006 Формат: pdf Издат.:Oxford University Press, USA Страниц: 304 Размер: 1,2 Mb ISBN: 0199280576 Язык: Русский0 (голосов: 0) Оценка:This book is concerned with a world where the return on capital, interest rates and exchange rates are not known with certainty. On the basis of state of the art research in applied mathematics and economics, the author derives benchmarks that are used to answer many important questions. This research develops analytical tools that can explain and evaluate trends in real exchange rates, and provide theoretically based warning signals of currency and debt crises.

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