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MACMILLAN Zero Lower Bound Term Structure Modeling: A Practitioner’s Guide (Applied Quantitative Finance)

Amazon

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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
20 January 2015
Listed Since
18 July 2014

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