| 书目名称 | Introduction of a New Conceptual Framework for Government Debt Management |
| 副标题 | With a Special Empha |
| 编辑 | Anja Hubig |
| 视频video | http://file.papertrans.cn/474/473376/473376.mp4 |
| 概述 | Publication in the field of economic science.Includes supplementary material: |
| 丛书名称 | Empirische Finanzmarktforschung/Empirical Finance |
| 图书封面 |  |
| 描述 | 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. |
| 出版日期 | Book 2013 |
| 关键词 | Empirical validation of term structure simulations; Recommendations; Stochastic modeling of the term s |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-658-00918-2 |
| isbn_softcover | 978-3-658-00917-5 |
| isbn_ebook | 978-3-658-00918-2Series ISSN 2945-8218 Series E-ISSN 2945-8226 |
| issn_series | 2945-8218 |
| copyright | Springer Fachmedien Wiesbaden 2013 |
|Archiver|手机版|小黑屋|
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