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Zero Lower Bound Term Structure Modeling
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Zero Lower Bound Term Structure Modeling

Zero Lower Bound Term Structure Modeling

A Practitioner’s Guide
Buch (gebunden)ca. 147.00 CHF
lieferbar in ca. 20-45 Arbeitstagen

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.

Januar 2015, ca. 409 Seiten, Applied Quantitative Finance, Englisch
Springer EN
978-1-137-40832-7

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