Zero Lower Bound Term Structure Modeling - A Practitioner's Guide (Hardcover)
L. KrippnerNominal yields on government debt in several countries have fallen very near their zero lower bound (ZLB), causing a liquidity trap and limiting the capacity to stimulate economic growth. This book provides a comprehensive reference to ZLB structure modeling in an applied setting.
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Product Description
Nominal yields on government debt in several countries have fallen very near their zero lower bound (ZLB), causing a liquidity trap and limiting the capacity to stimulate economic growth. This book provides a comprehensive reference to ZLB structure modeling in an applied setting.
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Product Details
General
Imprint | Palgrave Macmillan |
Country of origin | United Kingdom |
Series | Applied Quantitative Finance |
Release date | 2015 |
Availability | Expected to ship within 12 - 17 working days |
First published | 2014 |
Authors | L. Krippner |
Dimensions | 235 x 155 x 28mm (L x W x T) |
Format | Hardcover |
Pages | 409 |
ISBN-13 | 978-1-137-40832-7 |
Barcode | 9781137408327 |
Categories | |
LSN | 1-137-40832-4 |
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