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  • Introduction of a New Conceptual Framework for Government Debt Management af Anja Hubig
    Introduction of a New Conceptual Framework for Government Debt Management
    - With a Special Emphasis on Modeling the Term Structure Dynamics
    af Anja Hubig
    818,95 kr.

    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.

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