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Stochastic optimal control, internat...

Stein, Jerome L.

Stochastic optimal control, international finance, and debt crises /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Stochastic optimal control, international finance, and debt crises /Jerome L. Stein.
Author:	Stein, Jerome L.
Published:	Oxford :Oxford University Press,c2006.
Description:	xvii, 286 p. :ill. ;24 cm.
Subject:	Equilibrium (Economics)Mathematical models.
Online resource:	http://www.loc.gov/catdir/toc/ecip064/2005034735.html
ISBN:	9780199280575

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

Stochastic optimal control, international finance, and debt crises /Jerome L. Stein. - Oxford :Oxford University Press,c2006. - xvii, 286 p. :ill. ;24 cm.

Includes bibliographical references and index.

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.

ISBN: 9780199280575

LCCN: 2005034735Subjects--Topical Terms:

183192
Equilibrium (Economics)
--Mathematical models.

LC Class. No.: HG3823 / .S74 2006

Dewey Class. No.: 332/.0420151922

Stochastic optimal control, international finance, and debt crises /
LDR:01389cam 2200229 a 450 001 168427
005 19991106112826.0
008 090528s2006 enka b 001 0 eng
010 $a 2005034735
020 $a 9780199280575
020 $a 0199280576 : $c NT$2007
035 $a 00201431
040 $a DLC $c DLC $d BAKER $d BWKUK $d DLC $d NLGGC $d OCLCQ
041 $a eng
042 $a pcc
050 0 0 $a HG3823 $b .S74 2006
082 0 0 $2 22 $a 332/.0420151922
100 $a Stein, Jerome L. $3 239746
245 1 0 $a Stochastic optimal control, international finance, and debt crises / $c Jerome L. Stein.
260 $a Oxford : $c c2006. $b Oxford University Press,
300 $a xvii, 286 p. : $b ill. ; $c 24 cm.
504 $a Includes bibliographical references and index.
505 0 $a 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.
650 $a Equilibrium (Economics) $x Mathematical models. $3 183192
650 $a Debts, Public $x Mathematical models. $3 185251
650 $a Endogenous growth (Economics) $x Mathematical models. $3 239747
650 $a Stochastic processes $x Mathematical models. $3 239748
650 $a Foreign exchange rates $x Mathematical models. $3 201113
856 4 1 $3 Table of contents $u http://www.loc.gov/catdir/toc/ecip064/2005034735.html $z http://www.loc.gov/catdir/toc/ecip064/2005034735.html