000 | 02027cam a22002778a 4500 | ||
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999 |
_c26762 _d26762 |
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001 | 60764 | ||
010 | _a 2014027511 | ||
020 | _a9781137408327 | ||
020 | _a1137408324 | ||
040 | _aDLC | ||
082 | 0 | 0 | _a339.5/30151953 |
100 | 1 |
_aKrippner, Leo _952269 |
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245 | 1 | 0 |
_aZero lower bound term structure modeling : _ba practitioner's guide _cLeo Krippner |
260 |
_aNew York : _bPalgrave Macmillan, _cc2015. |
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300 |
_axxviii, 409 p. ; _bill. ; _c26 cm. |
||
490 | 0 | _aApplied quantitative finance | |
520 | _a"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"-- | ||
650 | 0 |
_aFinance _xMathematical models _914847 |
|
650 | 0 |
_aStructural equation modeling _925750 |
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650 | 0 |
_aEconomics, Mathematical _917931 |
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650 | 7 |
_aBUSINESS & ECONOMICS / Finance _9396 |
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650 | 7 |
_aBUSINESS & ECONOMICS / Public Finance _947470 |
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650 | 7 |
_aBUSINESS & ECONOMICS / Statistics _92178 |
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856 | 4 | 2 |
_uhttps://uowd.box.com/s/ez1do2c7j0o1qlv1r8ebdnv5ziow1jc8 _zLocation Map |
942 |
_cREGULAR _2ddc |