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

Hubig, Anja - 2013

Core assumptions underlying the micro portfolio approach to public debt management -- A public finance framework for long-term sovereign funding decisions -- Recommendations for broader debt management objectives -- A new approach to model the shape and dynamics of the term structure of interest...

Persistent link: https://www.econbiz.de/10014016469

Zur interkommunalen Handhabung des Zinsrisikos

Schneider, Johannes - 2012

Die kommunale Verschuldung und die daraus resultierende Zinsbelastung nehmen stetig zu, so dass es einer Vorgehensweise bedarf, welche entweder die Zinslast senkt oder sie zumindest mit ihren Risiken transparent macht, wenn die Gemeinden langfristig handlungsfähig bleiben wollen. Johannes...

Persistent link: https://www.econbiz.de/10014015544

The Public Debt Problem : A Comprehensive Guide

Lemieux, Pierre - 2013

The European public debt problem was in the making long before the 2007-2009 recession, as budget deficits had become endemic. A similar crisis is now developing in America, where the same fundamental causes have been at work. The Public Debt Problem analyzes the situation of public debts in...

Persistent link: https://www.econbiz.de/10012106387

Sovereign Debt Crisis : The New Normal and the Newly Poor

Chorafas, Dimitris N. - 2011

Restructuring the balance sheets of Western governments, banks and households is an important issue in the recovery after the recent crisis. Chorafas' latest book focuses on sovereign debt, sovereign risk and the developing economic and financial business climate and explains why the year of the...

Persistent link: https://www.econbiz.de/10012053928

Public Debt Management : Separation of Debt from Monetary Management in India

Singh, Charan (ed.) - 2016

Chapter 1. Introduction -- Chapter 2. Public Debt Management: Reflections on Strategy & Structure -- Chapter 3. Cash Management System -- Chapter 4. Debt Management by Central Government -- Chapter 5. Financial Regulation and Public Debt Management -- Chapter 6. Cash and Debt Management in --...

Persistent link: https://www.econbiz.de/10014018311

Liquiditätsspreads im Gleichgewicht auf illiquiden Anleihemärkten

Sauerbier, Peter (contributor) - 2006

Modellierung von Liquidität -- Dynamisches Gleichgewichtsmodell zur Bestimmung von Liquiditätsspreads in illiquiden Anleihemärkten -- Eigenschaften des Liquiditätsspreads -- Empirische Untersuchung von Liquiditätsspreads -- Fazit und Ausblick.

Persistent link: https://www.econbiz.de/10013516654

Pricing of Bond Options : Unspanned Stochastic Volatility and Random Field Models

Repplinger, Detlef (contributor); Fandel, G. (contributor); … - 2008

A major theme of this book is the development of a consistent unified model framework for the evaluation of bond … between the bond price dynamics and the subordinated stochastic volatility process, whereas Random Field models allow for a … deterministic correlation structure between bond prices of different terms. Then the pricing of bond options is done either by …

Persistent link: https://www.econbiz.de/10013521005

Bond Portfolio Optimization

Puhle, Michael (contributor) - 2008

The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond …The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond …-period and continuous-time bond portfolio optimization problems are considered. …

Persistent link: https://www.econbiz.de/10013520895

Risikoadjustierte Performanceanalyse von Anleiheportfolios

Daum, Jens - 2010

die zur Verfügung stehenden Instrumente der Performanceanalyse von Anleihe- und Aktienportfolios. Diese verknüpft er mit …

Persistent link: https://www.econbiz.de/10014425149

New Methods in Fixed Income Modeling : Fixed Income Modeling

Mili, Mehdi (ed.); Samaniego Medina, Reyes (ed.); … - 2018

practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management …Term Structure, Market Expectations of the Short Rate, and Expected Inflation -- A New Approach to CIR Short Term Rates …

Persistent link: https://www.econbiz.de/10012396848