TY - BOOK ID - 8135429 TI - Stochastic optimal control and the U.S. financial debt crisis PY - 2012 SN - 1489986316 146143078X 9786613698032 1461430798 1280787643 PB - New York : Springer, DB - UniCat KW - Debts, Public -- Mathematical models. KW - Endogenous growth (Economics) -- Mathematical models. KW - Equilibrium (Economics) -- Mathematical models. KW - Stochastic processes -- Mathematical models. KW - Debt KW - Stochastic processes KW - Finance KW - Business & Economics KW - Banking KW - Finance - General KW - Financial Management & Planning KW - Investment & Speculation KW - Mathematical models KW - Debts, Public KW - Stochastic control theory. KW - Global Financial Crisis, 2008-2009. KW - Global Economic Crisis, 2008-2009 KW - Subprime Mortgage Crisis, 2008-2009 KW - Finance. KW - Probabilities. KW - Statistics. KW - Finance, general. KW - Probability Theory and Stochastic Processes. KW - Statistics for Business/Economics/Mathematical Finance/Insurance. KW - Financial crises KW - Control theory KW - Distribution (Probability theory. KW - Statistics for Business, Management, Economics, Finance, Insurance. KW - Statistical analysis KW - Statistical data KW - Statistical methods KW - Statistical science KW - Mathematics KW - Econometrics KW - Distribution functions KW - Frequency distribution KW - Characteristic functions KW - Probabilities KW - Funding KW - Funds KW - Economics KW - Currency question KW - Statistics . KW - Probability KW - Statistical inference KW - Combinations KW - Chance KW - Least squares KW - Mathematical statistics KW - Risk KW - United States KW - United States. KW - Economic conditions KW - Mathematical models. KW - AB KW - ABSh KW - Ameerika Ühendriigid KW - America (Republic) KW - Amerika Birlăshmish Shtatlary KW - Amerika Birlăşmi Ştatları KW - Amerika Birlăşmiş Ştatları KW - Amerika ka Kelenyalen Jamanaw KW - Amerika Qūrama Shtattary KW - Amerika Qŭshma Shtatlari KW - Amerika Qushma Shtattary KW - Amerika (Republic) KW - Amerikai Egyesült Államok KW - Amerikanʹ Veĭtʹsėndi͡avks Shtattn KW - Amerikări Pĕrleshu̇llĕ Shtatsem KW - Amerikas Forenede Stater KW - Amerikayi Miatsʻyal Nahangner KW - Ameriketako Estatu Batuak KW - Amirika Carékat KW - AQSh KW - Ar. ha-B. KW - Arhab KW - Artsot ha-Berit KW - Artzois Ha'bris KW - Bí-kok KW - Ē.P.A. KW - EE.UU. KW - Egyesült Államok KW - ĒPA KW - Estados Unidos KW - Estados Unidos da América do Norte KW - Estados Unidos de América KW - Estaos Xuníos KW - Estaos Xuníos d'América KW - Estatos Unitos KW - Estatos Unitos d'America KW - Estats Units d'Amèrica KW - Ètats-Unis d'Amèrica KW - États-Unis d'Amérique KW - Fareyniḳṭe Shṭaṭn KW - Feriene Steaten KW - Feriene Steaten fan Amearika KW - Forente stater KW - FS KW - Hēnomenai Politeiai Amerikēs KW - Hēnōmenes Politeies tēs Amerikēs KW - Hiwsisayin Amerikayi Miatsʻeal Tērutʻiwnkʻ KW - Istadus Unidus KW - Jungtinės Amerikos valstybės KW - Mei guo KW - Mei-kuo KW - Meiguo KW - Mî-koet KW - Miatsʻyal Nahangner KW - Miguk KW - Na Stàitean Aonaichte KW - NSA KW - S.U.A. KW - SAD KW - Saharat ʻAmērik KW - SASht KW - Severo-Amerikanskie Shtaty KW - Severo-Amerikanskie Soedinennye Shtaty KW - Si͡evero-Amerikanskīe Soedinennye Shtaty KW - Sjedinjene Američke Države KW - Soedinennye Shtaty Ameriki KW - Soedinennye Shtaty Severnoĭ Ameriki KW - Soedinennye Shtaty Si͡evernoĭ Ameriki KW - Spojené obce severoamerick KW - Spojené staty americk KW - SShA KW - Stadoù-Unanet Amerika KW - Stáit Aontaithe Mheirice KW - Stany Zjednoczone KW - Stati Uniti KW - Stati Uniti d'America KW - Stâts Unîts KW - Stâts Unîts di Americhe KW - Steatyn Unnaneysit KW - Steatyn Unnaneysit America KW - SUA KW - Sŭedineni amerikanski shtati KW - Sŭedinenite shtati KW - Tetã peteĩ reko Amérikagua KW - U.S. KW - U.S.A. KW - United States of America KW - Unol Daleithiau KW - Unol Daleithiau America KW - Unuiĝintaj Ŝtatoj de Ameriko KW - US KW - USA KW - Usono KW - Vaeinigte Staatn KW - Vaeinigte Staatn vo Amerika KW - Vereinigte Staaten KW - Vereinigte Staaten von Amerika KW - Verenigde State van Amerika KW - Verenigde Staten KW - VS KW - VSA KW - Wááshindoon Bikéyah Ałhidadiidzooígí KW - Wilāyāt al-Muttaḥidah KW - Wilāyāt al-Muttaḥidah al-Amirīkīyah KW - Wilāyāt al-Muttaḥidah al-Amrīkīyah KW - Yhdysvallat KW - Yunaeted Stet KW - Yunaeted Stet blong Amerika KW - ZDA KW - Združene države Amerike KW - Zʹi͡ednani Derz͡havy Ameryky KW - Zjadnośone staty Ameriki KW - Zluchanyi͡a Shtaty Ameryki KW - Zlucheni Derz͡havy KW - ZSA KW - ABŞ KW - Amerikanʹ Veĭtʹsėndi͡avks Shtattnė KW - É.-U. KW - ÉU KW - Saharat ʻAmērikā KW - Spojené obce severoamerické KW - Spojené staty americké KW - Stáit Aontaithe Mheiriceá KW - Wááshindoon Bikéyah Ałhidadiidzooígíí UR - https://www.unicat.be/uniCat?func=search&query=sysid:8135429 AB - Stochastic Optimal Control (SOC)—a mathematical theory concerned with minimizing a cost (or maximizing a payout) pertaining to a controlled dynamic process under uncertainty—has proven incredibly helpful to understanding and predicting debt crises and evaluating proposed financial regulation and risk management. Stochastic Optimal Control and the U.S. Financial Debt Crisis analyzes SOC in relation to the 2008 U.S. financial crisis, and offers a detailed framework depicting why such a methodology is best suited for reducing financial risk and addressing key regulatory issues. Topics discussed include the inadequacies of the current approaches underlying financial regulations, the use of SOC to explain debt crises and superiority over existing approaches to regulation, and the domestic and international applications of SOC to financial crises. Principles in this book will appeal to economists, mathematicians, and researchers interested in the U.S. financial debt crisis and optimal risk management. Jerome L. Stein has been an emeritus professor of economics at Brown University since 1993, and has served as a visiting professor of applied mathematics since 1997. He is the author of nine research monographs, and has published over 100 journal articles in such leading publications as American Economic Review, Review of Economics and Statistics, Journal of Banking and Finance, and Contemporary Mathematics. He has served on the editorial boards of the Journal of Finance, American Economic Review, Journal of International and Comparative Economics, and the Journal of Banking and Finance. ER -