Stochastic optimal control, international finance, and debt crises
By: Jerome L. Stein.
Publisher: Oxford University Press
Published: 2006
Place of publication: New York
Language: eng
ISBN-13: 9780199280575
Subjects: Foreign exchange rates -- Mathematical models.; Equilibrium (Economics) -- Mathematical models.; Debts, Public -- Mathematical models.; Endogenous growth (Economics) -- Mathematical models.; Stochastic processes -- Mathematical models.
Notes: Includes bibliographical references and index.
Table of contents: title: Optimal debt and equilibrium exchange rates in a stochastic environment : an overview; title: Stochastic optimal control model of short-term debt; title: Stochastic intertemporal optimization : long-term debt continuous time; title: The NATREX model and the equilibrium real exchange rate; title: The equilibrium real value of the euro : an evaluation of research; title: The transition economies : a NATREX evaluation of research; title: Country default risk in emerging markets; title: Asian crises : theory, evidence, warning signals; title: United States current account deficits : a stochastic optimal control analysis.