| LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2014027511 |
| INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781137408327 |
| INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
1137408324 |
| DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Call number |
339.5/30151953 |
| MAIN ENTRY--PERSONAL NAME |
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| Authors |
Krippner, Leo |
| TITLE STATEMENT |
|---|
| Title |
Zero lower bound term structure modeling : |
| Subtitle |
a practitioner's guide |
| Statement of responsibility, etc |
Leo Krippner |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication |
New York : |
| Publisher |
Palgrave Macmillan, |
| Date |
c2015. |
| PHYSICAL DESCRIPTION |
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| Extent |
xxviii, 409 p. ; |
| Other Details |
ill. ; |
| Size |
26 cm. |
| SERIES STATEMENT |
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| Series statement |
Applied quantitative finance |
| SUMMARY |
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| Summary |
"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 macro-finance. Split into seven chapters with two appendices, the book first provides an introduction to the principles of term structure modeling, its application to macro-finance and monetary policy, and the complications introduced by the ZLB for nominal interest rates. The following chapters focus on developing unique frameworks to better evaluate ZLB interest rates and bond prices. Finally, the book looks at applications in the field, such as monitoring the stance of unconventional monetary policy and managing fixed income portfolio risk. This book will be an essential desk reference for central bankers, market practitioners, and researchers, and will be a must-read for anyone involved in bond portfolio pricing, risk management, and macroeconomic and monetary policy analysis"-- |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
Finance |
| General |
Mathematical models |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
Structural equation modeling |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
Economics, Mathematical |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
BUSINESS & ECONOMICS / Finance |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
BUSINESS & ECONOMICS / Public Finance |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
BUSINESS & ECONOMICS / Statistics |
| ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
https://uowd.box.com/s/ez1do2c7j0o1qlv1r8ebdnv5ziow1jc8 |
| Public note |
Location Map |
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14847 |
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