Zero Lower Bound Term Structure Modeling: A Practitioner’s Guide (Applied Quantitative Finance) Download.zip

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Zero Lower Bound Term Structure Modeling: A Practitioner’s Guide (Applied Quantitative Finance)

by L. Krippner

rating: 5.0 (1 reviews)

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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 p

 

 

Details:

Amazon rank: #2,091,086
Price: $66.43
Publisher: Palgrave Macmillan; 2015 edition (January 20, 2015)
Language: English
ISBN-10: 1137408324
ISBN-13: 978-1137408327
Weight: 1.7 pounds

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Zero Lower Bound Term Structure Modeling: A Practitioner’s Guide (Applied Quantitative Finance) L. Krippner

 

 

 

 

 

 

 

 

 

 

 

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Mr. Krippner does a terrific job explaining the drawbacks of Gaussian affine term structure models when rates are close to the zero lower bound.Timothy L. Krippner is a lawyer in Chicago, Illinois focusing on various areas of law. Contact Timothy L. Krippner in Chicago, IL for specific legal needs on .19 records for Lisa Krippner.

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