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Introduction of a New Conceptual Framework for Government Debt Management
Anja Hubig
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Description for Introduction of a New Conceptual Framework for Government Debt Management
Paperback. Series: Empirische Finanzmarktforschung / Empirical Finance. Num Pages: 237 pages, 45 black & white illustrations, 24 black & white tables, biography. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 210 x 148 x 15. Weight in Grams: 318.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2013
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
237
Condition
New
Series
Empirische Finanzmarktforschung / Empirical Finance
Number of Pages
213
Place of Publication
, Germany
ISBN
9783658009175
SKU
V9783658009175
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Anja Hubig
Dr. Anja Hubig has prepared her dissertation under the supervision of Prof. Richard Stehle, Ph.D. at the Institute for Banking and Asset Markets, Humboldt University of Berlin in parallel to her prior work at Bundesrepublik Deutschland-Finanzagentur GmbH. Since July 2012, as a director, she is in charge of the Treasury Division at Ostsächsische Sparkasse Dresden.
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