Stochastic optimal control, international finance, and debt crises /

By:

Stein, Jerome L

Material type: Text

TextPublication details: Oxford ; New York : Oxford University Press, 2006.Description: xvii, 286 pISBN:

0199280576 (alk. paper)
9780199280575

Subject(s):

DDC classification:

332.042'01'51922 STE

LOC classification:

HG3823 .S74 2006

Online resources:

Summary: This book focuses on the interaction between equilibrium real exchange rates, optimal external debt, endogenous optimal growth and current account balances, in a world of uncertainty. The theoretical parts result from interdisciplinary research between economics and applied mathematics. From the economic theory and the mathematics of stochastic optimal control the author derives benchmarks for the optimal debt and equilibrium real exchange rate in an environment where both the return on capital and the real rate of interest are stochastic variables.

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Barcode
Monograph & others	CBN BAUCHI BRANCH LIBRARY General Stacks	Non-fiction	332.042'01'51922 STE (Browse shelf(Opens below))	c.1	Available	31008100388236
Monograph & others	CBN ENUGU BRANCH LIBRARY General Stacks	Non-fiction	332.042'01'51922 STE (Browse shelf(Opens below))	c. 1	Available	31008100630264
Monograph & others	CBN HQ Library General Stacks	Non-fiction	332.042'01'51922 STE (Browse shelf(Opens below))	c.1	Available	31008100008313
Monograph & others	CBN HQ Library General Stacks	Non-fiction	332.042'01'51922 STE (Browse shelf(Opens below))	c.2	Available	31008100008321
Monograph & others	CBN IBADAN BRANCH LIBRARY General Stacks		332.042'01'51922 STE (Browse shelf(Opens below))	C.1	Available	31008100739032
Monograph & others	CBN KANO BRANCH LIBRARY General Stacks	Non-fiction	332.042'01'51922 STE (Browse shelf(Opens below))	c.1	Available	31008100659867
Monograph & others	CBN LAGOS LEARNING CENTRE LIBRARY General Stacks	Non-fiction	332.042'01'51922 STE (Browse shelf(Opens below))	c.1	Available	31008100323456

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Includes bibliographical references and index.

This book focuses on the interaction between equilibrium real exchange rates, optimal external debt, endogenous optimal growth and current account balances, in a world of uncertainty. The theoretical parts result from interdisciplinary research between economics and applied mathematics. From the economic theory and the mathematics of stochastic optimal control the author derives benchmarks for the optimal debt and equilibrium real exchange rate in an environment where both the return on capital and the real rate of interest are stochastic variables.

rpm 16/05/13

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