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Zero Lower Bound Term Structure Modeling : A Practitioner's Guide

Zero Lower Bound Term Structure Modeling : A Practitioner's Guide - Applied Quantitative Finance

2015

Hardback (20 Jan 2015)

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Publisher's Synopsis

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.

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Palgrave Macmillan

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Book information

ISBN: 9781137408327
Publisher: Palgrave Macmillan US
Imprint: Palgrave Macmillan
Pub date:
Edition: 2015
DEWEY: 339.530151953
DEWEY edition: 23
Language: English
Number of pages: 409
Weight: 812g
Height: 243mm
Width: 164mm
Spine width: 28mm