Holdings: Stochastic optimal control, international finance, and debt crises /

Stochastic optimal control, international finance, and debt crises / Jerome L. Stein.

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

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.