Items related to Stochastic Optimal Control and the U.S. Financial Debt...

Stochastic Optimal Control and the U.S. Financial Debt Crisis - Softcover

Stein, Jerome L.

 
9781461430803: Stochastic Optimal Control and the U.S. Financial Debt Crisis
Softcover
ISBN 10: 1461430801 ISBN 13: 9781461430803
Publisher: Springer, 2012

This specific ISBN edition is currently not available.

Synopsis

Introduction/preface .- Failure of the Fed, IMF, academic profession to anticipate the crisis, disregarded warnings.- Failure of the Quants, mathematical finance models.- Philosophy of Stochastic optimal control approach, relation to M-V analysis; Sensitivity of optimal debt and risk to alternative stochastic processes, Early Warning Signals.- Application of Stochastic Optimal Control to Financial crisis 2007-08.- AIG in the crisis.- Crises in the 1980s: Agricultural, S&L.- Diversity of debt crises in Euro.

"synopsis" may belong to another edition of this title.

  • PublisherSpringer
  • Publication date2012
  • ISBN 10 1461430801
  • ISBN 13 9781461430803
  • BindingPaperback
  • LanguageEnglish

(No Available Copies)

Search Books:



Create a Want

Can't find the book you're looking for? We'll keep searching for you. If one of our booksellers adds it to AbeBooks, we'll let you know!

Create a Want

Other Popular Editions of the Same Title

9781461430780: Stochastic Optimal Control and the U.S. Financial Debt Crisis

Featured Edition

ISBN 10:  146143078X ISBN 13:  9781461430780
Publisher: Springer, 2012
Hardcover