Zero lower bound term structure modeling : a practitioner's guide / Leo Krippner.
"This book provides a comprehensive reference to state of the art zero bound term structure modeling in an applied setting. Based on the author's practical experience in the field, it covers tractable frameworks, macroeconomic foundations for ZLB models, and applications in the field of ma...
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| Online Access: |
Full Text (via ProQuest) |
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| Main Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
New York, NY :
Palgrave Macmillan,
2015.
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| Edition: | First edition. |
| Series: | Applied quantitative finance.
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| Subjects: |
Internet
Full Text (via ProQuest)Online
| Call Number: |
HG176.5 .K75 2015
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| HG176.5 .K75 2015 | Available |