Stochastic Optimal Control, International Finance, and Debt Crises
Author:   Jerome L. Stein (Emeritus Professor of Economics, Brown University)
Publisher:   Oxford University Press
ISBN:  

9780199280575


Pages:   304
Publication Date:   06 April 2006
Format:   Hardback
Availability:   To order   Availability explained
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Stochastic Optimal Control, International Finance, and Debt Crises


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Author:   Jerome L. Stein (Emeritus Professor of Economics, Brown University)
Publisher:   Oxford University Press
Imprint:   Oxford University Press
Dimensions:   Width: 16.30cm , Height: 2.40cm , Length: 24.10cm
Weight:   0.602kg
ISBN:  

9780199280575


ISBN 10:   0199280576
Pages:   304
Publication Date:   06 April 2006
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   To order   Availability explained
Stock availability from the supplier is unknown. We will order it for you and ship this item to you once it is received by us.

Table of Contents

Preface Overview 1: Optimal debt and Equilibrium Exchange Rates: An Overview Theoretical Framework 2: Stochastic Optimal Control: Short-term Debt in Discrete Time 3: Stochastic Inter-temporal Optimization: Long-term Debt in Continuous Time 4: The NATREX Model Evaluating Exchange Rates 5: The Euro exchange rate: An Evaluation of Research 6: The Transition Economies: A NATREX Evaluation of Research External Debt and Exchange Rate Crises 7: Default Risk in Emerging Markets 8: Asian Crises 9: United States Current Account Deficits: A Stochastic Optimal Control Analysis

Reviews

This book makes an important contribution to the analysis of international financial problems. Serge Rey, University of PAU and Pays de l'Adour, CATT - ECONOMIA, 2006


Author Information

Jerome L. Stein is Emeritus Professor of Economics, Eastman Professor of Political Economy (Emeritus), and is Visiting Professor in the Division of Applied Mathematics at Brown University. He received his Ph. D. from Yale University (1955) and Docteur Honoris Causa from the Université de la Mediterranée, Aix-Marseille II (1997). He has been an Associate Editor of the American Economic Review, Journal of Banking and Finance and of the Journal of Finance. He is a member of the Editorial Board of the Australian Economic Papers and the Journal of Banking and Finance. He has been awarded Fellowships by the Guggenheim Foundation, Social Science Research Council and Ford Foundation.

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