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Zero lower bound term structure modeling : a practitioner's guide /
"This book provides a comprehensive reference to state of the art zero bound term structure modeling in an applied setting. Based on the author's practical experience in the field, it covers tractable frameworks, macroeconomic foundations for ZLB models, and applications in the field of ma...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Palgrave Macmillan,
2015.
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| Edición: | First edition. |
| Colección: | Applied quantitative finance.
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| Temas: | |
| Acceso en línea: | Texto completo |