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

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​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 ...

Introduction of a New Conceptual Framework for Government Debt Management: With a Special Emphasis on Modeling the Term Structure Dynamics 2013, Springer Gabler, Wiesbaden

ISBN-13: 9783658009175

2013 edition

Trade paperback

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