【ZF债务管理】 Introduction of a New Conceptual Framework for Government Debt

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Introduction of a New Conceptual Framework for Government Debt Management
With a Special Emphasis on Modeling the Term Structure Dynamics

Authors: Anja Hubig



Publication in the field of economic science

Against the background of the financial-cum-sovereign debt crisis, government debt managers are currently faced by a challenging environment. One key element in that respect is the analysis and forecast of interest rates, which is important for achieving the strategic objective of low borrowing costs. 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. The introduced model is capable to capture the complex behavior of the entire yield curve with a reduced set of parameters. It essentially ensures a comprehensive analysis of the costs and risks associated with individual funding strategies, and thus effectively supports the selection of a long-term optimal debt portfolio composition.

目录截图：

本帖隐藏的内容

原版 PDF：
Introduction of a New Conceptual Framework for Government Debt Management.pdf (4.37 MB, 需要: 15 个论坛币)

2016-12-17 19:38:51 上传

需要: 15 个论坛币  [购买]

PDF 压缩包：
Introduction of a New Conceptual Framework for Government Debt Management.zip (3.89 MB, 需要: 15 个论坛币) 本附件包括：

• Introduction of a New Conceptual Framework for Government Debt Management.pdf

2016-12-17 19:38:38 上传

需要: 15 个论坛币  [购买]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏3 回帖

关键词：introduction GOVERNMENT conceptual troduction Framework background government currently important objective

haahahahha

谢谢分享楼主威武楼主万岁

留下脚步

Introduction of a New Conceptual Framework for Government

买买买

Charming Proofs

thanks ..

感谢楼主分享！

Introduction of a New Conceptual Framework