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Introduction of a New Conceptual Framework for Government Debt Management: With a Special Emphasis on Modeling the Term Structure Dynamics - Empirische Finanzmarktforschung / Empirical Finance Anja Hubig 2013 edition
Introduction of a New Conceptual Framework for Government Debt Management: With a Special Emphasis on Modeling the Term Structure Dynamics - Empirische Finanzmarktforschung / Empirical Finance
Anja Hubig
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.
240 pages, 45 black & white illustrations, 24 black & white tables, biography