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

Stein, Jerome L.

Couverture souple

ISBN 10 : 1461430801 ISBN 13 : 9781461430803

Editeur : Springer, 2012

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.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2012
• Langue: anglais
• ISBN 10: 1461430801
• ISBN 13: 9781461430803
• Reliure: Taschenbuch
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne