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Zero Lower Bound Term Structure Modeling: A Practitioner’s Guide (Applied Quantitative Finance)
Product ID : 28017123
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28017123
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About Zero Lower Bound Term Structure Modeling: A
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.
