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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 …
Persistent link: https://www.econbiz.de/10013520895
practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management …
Persistent link: https://www.econbiz.de/10012396848
Introduction -- Part I Fundamentals: Credit Derivatives and Markets -- Mathematical Preliminaries -- Part II Static Models: One Factor Gaussian Copula Model -- Normal Inverse Gaussian Factor Copula Model -- Part III: Term-Structure Models -- Large Homogeneous Cell Approximation for Factor Copula...
Persistent link: https://www.econbiz.de/10014015252
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
Organizational Culture and Occupational Health -- The Importance of Leadership for Occupational Health -- Public and Private Policies Promoting Occupational Health -- Evidence-Based Studies and Interventions Promoting Occupational Health.
Persistent link: https://www.econbiz.de/10013275858
goods and externalities - III. Efficiency analysis - IV. Fiscal competition and optimality. … processes for public and private goods - II. Environment, public goods and externalities - III. Efficiency analysis - IV. Fiscal …
Persistent link: https://www.econbiz.de/10013520614
The book offers practical and theoretical insights in regional externalities. Regional externalities are a specific … subset of externalities that can be defined as externalities where space plays a dominant role. This class of externalities … can be divided into three categories: (1) externalities related to mobility and transport, (2) external economies of scale …
Persistent link: https://www.econbiz.de/10013520637
: the intertemporal problem; externalities and market failure; property rights; institutions and public choice; the …
Persistent link: https://www.econbiz.de/10012054108
/Divergence -- 3 'Endogenous Growth Theory' and 'New Economic Geography' -- 4 Club Convergence -- 5 Empirical Measure of Regional … Convergence -- 6 EU-27 Regions: Absolute or Club Convergence? 7 'Club Convergence': Geography, Externalities and Technology -- 8 …Do dynamic externalities, in the form of technology creation, adoption and spatial agglomeration shape the pattern of …
Persistent link: https://www.econbiz.de/10014016174
in the Cost-Benefit Analysis -- 5 Towards Empirical Measurement of Externalities -- 6 Blueprint for a CBA -- 7 Concluding …
Persistent link: https://www.econbiz.de/10014015759