Linked Data Explorerhttp://worldcat.org/entity/work/id/46779984
Stochastic Optimal Control, International Finance, and Debt Crises
This book focuses on the interaction between equilibrium real exchange rates, optimal external debt, endogenous optimal growth and current account balances, in a world of uncertainty. The theoretical parts result from interdisciplinary research between economics and applied mathematics. From the economic theory and the mathematics of stochastic optimal control the author derives benchmarks for the optimal debt and equilibrium real exchange rate in an environment where both thereturn on capital and the real rate of interest are stochastic variables. The theoretically derived equilibrium real ex.
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http://schema.org/contributor
- http://id.loc.gov/authorities/names/no99080690
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- http://worldcat.org/entity/person/id/2630945773
http://schema.org/description
- "This book focuses on the interaction between equilibrium real exchange rates, optimal external debt, endogenous optimal growth and current account balances, in a world of uncertainty. The theoretical parts result from interdisciplinary research between economics and applied mathematics. From the economic theory and the mathematics of stochastic optimal control the author derives benchmarks for the optimal debt and equilibrium real exchange rate in an environment where both thereturn on capital and the real rate of interest are stochastic variables. The theoretically derived equilibrium real ex."@en
- "Focuses on the interaction between equilibrium real exchange rates, optimal external debt, endogenous optimal growth and account balances. This book derives benchmarks for the optimal debt and equilibrium real exchange rate in an environment where both the return on capital and the real rate of interest are stochastic variables."
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