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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Krippner, Leo (Auteur)
Format: Électronique eBook
Langue:Inglés
Publié: New York, NY : Palgrave Macmillan, 2015.
Édition:First edition.
Collection:Applied quantitative finance.
Sujets:
Finance > Mathematical models.
Structural equation modeling.
Economics, Mathematical.
Economics.
Finances > Modèles mathématiques.
Modèles d'équations structurales.
Économie politique.
economics.
Finance.
Probability & statistics.
Public finance.
Corporate finance.
Macroeconomics.
BUSINESS & ECONOMICS > Finance.
BUSINESS & ECONOMICS > Public Finance.
BUSINESS & ECONOMICS > Statistics.
Economics, Mathematical
Finance > Mathematical models
Structural equation modeling
Accès en ligne:Texto completo
Table des matières:
  • Chapter 1: Introduction
  • Chapter 2: A New Framework for a New Environment
  • Chapter 3: Gaussian Affine Term Structure Models
  • Chapter 4: Krippner Framework for ZLB Term Structure Modeling
  • Chapter 5: Black Framework for ZLB Term Structure Modeling
  • Chapter 6: K-ANSM Foundations and "Effective Monetary Stimulus"
  • Chapter 7: Monetary Policy Applications
  • Chapter 8: Financial Market Applications
  • Chapter 9: Conclusions and Future Research Directions
  • Appendix A: Matrix Notation.

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