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

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

Hardcover

Series: Applied Quantitative Finance

EconomicsInvesting & Finance

Publisher Price: $119.99

ISBN10: 1137408324
ISBN13: 9781137408327
Publisher: Palgrave
Published: Jan 20 2015
Pages: 409
Weight: 0.90
Height: 0.80 Width: 5.60 Depth: 8.60
Language: English
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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