ISBN: | 0199280576 |
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ISBN: | 9780199280575 |
个人名称: | Stein, Jerome L. |
题名: | Stochastic optimal control, international finance, and debt crises / Jerome L. Stein. |
索书号: | F830/S819E |
出版发行项: | Oxford ; New York : Oxford University Press, 2006. |
载体形态: | xvii, 286 p. : ill. ; 24 cm. |
书目附注: | Includes bibliographical references and index. |
格式化内容附注: | 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. |