Applied Quantitative Finance: A Practitioner’s Guide

Krippner, L.

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.

Details

Published by: Palgrave Macmillan

Publication Date: 2015-01-20

Format: Hardcover

ISBN-13: 9781137408327

DOI: 10.1057/9781137401823

Dimensions: 235cm x155cm

Pages: 409