[PDF.07ns] Zero Lower Bound Term Structure Modeling: A Practitioner’s Guide (Applied Quantitative Finance)
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Zero Lower Bound Term Structure Modeling: A Practitioner’s Guide (Applied Quantitative Finance)
L. Krippner
[PDF.qk23] Zero Lower Bound Term Structure Modeling: A Practitioner’s Guide (Applied Quantitative Finance)
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| #2461330 in Books | Leo Krippner | 2015-01-06 | 2015-01-06 | Original language:English | PDF # 1 | 8.60 x.80 x5.60l,1.70 | File type: PDF | 409 pages | Zero Lower Bound Term Structure Modeling A Practitioner s Guide Applied Quantitative Finance||0 of 0 people found the following review helpful.| A great practitioner guide to cutting-edge term structure modeling techniques|By Hector Mauro Herrada|Mr. Krippner does a terrific job explaining the drawbacks of Gaussian affine term structure models when rates are close to the zero lower bound. His approach based on the idea of shadow rates in the economy tackles many of these issues and, more importantly, is intuitive. Also,|||"In this book, Leo Krippner thoughtfully explores the model's important implications for both investors and policy makers. Anyone interested in the term structure of interest rates will want to own this book." - Scott F. Richard, Practice Professor of Finance
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.
You easily download any file type for your device.Zero Lower Bound Term Structure Modeling: A Practitioner’s Guide (Applied Quantitative Finance) | L. Krippner.Not only was the story interesting, engaging and relatable, it also teaches lessons.
