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Introduction of a New Conceptual Framework for Government Debt Management

- With a Special Emphasis on Modeling the Term Structure Dynamics

af Anja Hubig

indgår i Empirische Finanzmarktforschung/Empirical Finance serien

Introduction of a New Conceptual Framework for Government Debt Management af Anja Hubig
Bag om Introduction of a New Conceptual Framework for Government Debt Management

Against the background of the financial-cum-sovereign debt crisis, government debt managers are currently faced by a challenging environment. Anja Hubig develops a new mathematical method to estimate the term structure of interest rates, that is adopted to describe the term structure dynamics within a stochastic setting.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783658009175
  • Indbinding:
  • Paperback
  • Sideantal:
  • 213
  • Udgivet:
  • 17. januar 2013
  • Udgave:
  • 2013
  • Størrelse:
  • 210x148x15 mm.
  • Vægt:
  • 3152 g.
  • 8-11 hverdage.
  • 9. december 2024
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Against the background of the financial-cum-sovereign debt crisis, government debt managers are currently faced by a challenging environment. Anja Hubig develops a new mathematical method to estimate the term structure of interest rates, that is adopted to describe the term structure dynamics within a stochastic setting.

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