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Manuel de statistiques de finances publiques.
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ISBN: 1589061357 146392514X 146399009X Year: 2001 Publisher: Washington, D.C. : Fonds monétaire international,

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Abstract

Ce manuel, qui actualise la première édition publiée en 1986, marque une avancée majeure dans la normalisation des méthodes d'établissement et de présentation des statistiques de finances publiques. Il est conçu pour guider tous ceux qui établissent, analysent ou utilisent les statistiques de finances publiques. Le manuel couvre désormais la comptabilité d'exercice, les bilans et une couverture complète des activités économiques et financières des administrations publiques. Il porte sur les concepts, les définitions, les classifications et les règles de comptabilité, et fournit un cadre complet d'analyse, de planification et de détermination des politiques. Dans la mesure du possible, le manuel est harmonisé avec le système de comptabilité nationale 1993.

Interest rate models: theory and practice
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ISBN: 3540417729 3662045559 3662045532 Year: 2001 Publisher: Berlin Springer

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The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced. The old sections devoted to the smile issue in the LIBOR market model have been enlarged into several new chapters. New sections on local-volatility dynamics, and on stochastic volatility models have been added, with a thorough treatment of the recently developed uncertain-volatility approach. Examples of calibrations to real market data are now considered. The fast-growing interest for hybrid products has led to new chapters. A special focus here is devoted to the pricing of inflation-linked derivatives. The three final new chapters of this second edition are devoted to credit. Since Credit Derivatives are increasingly fundamental, and since in the reduced-form modeling framework much of the technique involved is analogous to interest-rate modeling, Credit Derivatives -- mostly Credit Default Swaps (CDS), CDS Options and Constant Maturity CDS - are discussed, building on the basic short rate-models and market models introduced earlier for the default-free market. Counterparty risk in interest rate payoff valuation is also considered, motivated by the recent Basel II framework developments.

Keywords

International finance --- Quantitative methods (economics) --- Interest rates --- Derivative securities --- Taux d'intérêt --- Instruments dérivés (Finances) --- Mathematical models. --- Prices --- Modèles mathématiques --- Prix --- AA / International- internationaal --- 305.7 --- 333.830 --- -Derivative securities --- -332.82015118 --- Derivative financial instruments --- Derivative financial products --- Derivative instruments --- Derivatives (Finance) --- Financial derivatives --- Securities --- Structured notes (Securities) --- Money market rates --- Rate of interest --- Rates, Interest --- Interest --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente. --- Theorieën en algemeenheden over geldrente. --- Mathematical models --- -Mathematical models --- Taux d'intérêt --- Instruments dérivés (Finances) --- Modèles mathématiques --- 332.82015118 --- Prices&delete& --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente --- Theorieën en algemeenheden over geldrente --- Economics, Mathematical . --- Probabilities. --- Quantitative Finance. --- Probability Theory and Stochastic Processes. --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Economics --- Mathematical economics --- Econometrics --- Methodology

Government Finance Statistics Manual 2001.
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ISBN: 158906061X 9781455268849 1455268844 9781589060616 9781455296170 1455296171 1462301800 Year: 2001 Publisher: Washington, D.C. : International Monetary Fund,

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This Manual, which updates the first edition published in 1986, is a major advance in the standards for compilation and presentation of fiscal statistics. It is intended as a reference volume for compilers of government finance statistics, fiscal analysts, and other users of fiscal data. The Manual introduces accrual accounting, balance sheets, and complete coverage of government economic and financial activities. It covers concepts, definitions, classifications, and accounting rules, and provides a comprehensive framework for analysis, planning, and policy determination. To the extent possible, the Manual has been harmonized with the System of National Accounts 1993.

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