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Public pension fund management : governance, accountability, and investment policies : proceedings of the second Public Pension Fund Management Conference, May 2003
Authors: --- --- ---
ISBN: 0821359983 9786610085637 1280085630 1417544937 Year: 2004 Publisher: Washington, DC : World Bank,


Book
La gestion du risque de taux d'intérêt
Authors: --- ---
ISBN: 9782717861587 Year: 2012 Publisher: Paris : Economica,

The economics of aging
Author:
ISBN: 0865692947 0865692955 9780313002797 0313002797 9780313002793 9780313390166 0313390169 9780865692947 9780865692954 1282573128 9786612573125 9798400643651 Year: 2001 Publisher: Westport, Conn. : London : Auburn House, Bloomsbury Publishing,

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Abstract

Still the definitive book on the subject, this volume has been thoroughly revised to cover rapidly changing aspects of the economics of aging. It provides an in-depth examination of the nation's evolving private and public policies on retirement, pension, and health, including, for instance, the dramatic changes in employer-sponsored pensions. New attention is given to the retirement of baby boomers and the financial situation of older women, many of whom still live in poverty. Other topics added to this edition include the proposed new way of measuring poverty, new economic implications of de


Book
Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach
Authors: ---
ISBN: 9780691146805 0691146802 1299051219 1400845416 9781400845415 9781299051218 Year: 2013 Publisher: Princeton : Princeton University Press,

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Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, conducting monetary policy, and valuing capital goods. Unfortunately, most yield curve models tend to be theoretically rigorous but empirically disappointing, or empirically successful but theoretically lacking. In this book, Francis Diebold and Glenn Rudebusch propose two extensions of the classic yield curve model of Nelson and Siegel that are both theoretically rigorous and empirically successful. The first extension is the dynamic Nelson-Siegel model (DNS), while the second takes this dynamic version and makes it arbitrage-free (AFNS). Diebold and Rudebusch show how these two models are just slightly different implementations of a single unified approach to dynamic yield curve modeling and forecasting. They emphasize both descriptive and efficient-markets aspects, they pay special attention to the links between the yield curve and macroeconomic fundamentals, and they show why DNS and AFNS are likely to remain of lasting appeal even as alternative arbitrage-free models are developed. Based on the Econometric and Tinbergen Institutes Lectures, Yield Curve Modeling and Forecasting contains essential tools with enhanced utility for academics, central banks, governments, and industry.

Keywords

Money market. Capital market --- Bonds --- Mathematical models --- AA / International- internationaal --- 305.7 --- 333.831.0 --- 333.832.0 --- -332.632042 --- Bond issues --- Debentures --- Negotiable instruments --- Securities --- Debts, Public --- Stocks --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente. --- Evolutie van de rentetarieven naar de duur van de bedragen. Verband tussen de diverse rentetarieven: algemeenheden. --- Evolutie van de rente naar het voorwerp van de kapitalen: algemeenheden. --- 332.632042 --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente --- Evolutie van de rentetarieven naar de duur van de bedragen. Verband tussen de diverse rentetarieven: algemeenheden --- Evolutie van de rente naar het voorwerp van de kapitalen: algemeenheden --- Bonds - Mathematical models --- Mathematical models. --- AFNS. --- Bayesian analysis. --- DNS. --- NelsonГiegel curve fitting. --- RudebuschЗu model. --- affine arbitrage-free models. --- arbitrage-free NelsonГiegel models. --- arbitrage-free dynamic NelsonГiegel. --- arbitrage-free models. --- credit spreads. --- dynamic NelsonГiegel model. --- dynamic NelsonГiegel modeling. --- dynamic yield curve forecasting. --- dynamic yield curve modeling. --- factor loadings. --- forecasting. --- macro-finance yield curve modeling. --- multicountry modeling. --- risk management. --- stateгpace structure. --- stochastic volatility. --- yield curve fitting. --- yield curve models. --- yield curve.

Essays on interest rates
Authors: ---
ISBN: 0870142240 0870142011 9780870142246 9780870142017 Year: 1969 Volume: 88, 93 Publisher: New York (N.Y.): National bureau of economic research,

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Keywords

Interest and usury --- Addresses, essays, lectures --- 336.781 --- AA / International- internationaal --- 333.831.0 --- 333.830 --- Rente. Interest. Interestpolitiek. Yield-curve-analyse.bankrate. Interestvoet. Rentevoet. Depositorente. Fisher-hypothesis. --- Evolutie van de rentetarieven naar de duur van de bedragen. Verband tussen de diverse rentetarieven: algemeenheden. --- Theorieën en algemeenheden over geldrente. --- 336.781 Rente. Interest. Interestpolitiek. Yield-curve-analyse.bankrate. Interestvoet. Rentevoet. Depositorente. Fisher-hypothesis. --- -#ECO:01.08:economie monetair --- 333.832.0 --- 333.832.6 --- 333.832.4 --- Money market rates --- Rate of interest --- Rates, Interest --- Interest --- Evolutie van de rente naar het voorwerp van de kapitalen: algemeenheden. --- Rentevoet van de overheidsfondsen, van het overheidskrediet. --- Rentevoet van het onroerend goedkrediet. --- Interest rates --- US / United States of America - USA - Verenigde Staten - Etats Unis --- 331.00 --- Economische bewegingen: algemeenheden. --- Money market. Capital market --- Rente. Interest. Interestpolitiek. Yield-curve-analyse.bankrate. Interestvoet. Rentevoet. Depositorente. Fisher-hypothesis --- Evolutie van de rentetarieven naar de duur van de bedragen. Verband tussen de diverse rentetarieven: algemeenheden --- Theorieën en algemeenheden over geldrente --- Economische bewegingen: algemeenheden --- Evolutie van de rente naar het voorwerp van de kapitalen: algemeenheden --- Rentevoet van de overheidsfondsen, van het overheidskrediet --- Rentevoet van het onroerend goedkrediet --- Interest and usury - United States - Addresses, essays, lectures --- Interest rates - United States --- -Addresses, essays, lectures

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