Raport Badawczy = Research Report ; RB/11/2016
Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
18 pages ; 21 cm ; Bibliography p. 17-18
The paper presents examples of application of mathematical programming approach for optimization of public debt management in Poland. The criterion functions (minimized) express servicing costs of a set of debt instruments; the cost of individual instrument is a product of its capital and profitability. The constraints of the problems comprise: budgetary requirements, measures of risk and other features of debt. The result of optimization determine a structure of debt, which minimizes servicing costs and satisfies constraints.
Raport Badawczy = Research Report
Creative Commons Attribution BY 4.0 license
Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -
Systems Research Institute of the Polish Academy of Sciences
Library of Systems Research Institute PAS
Oct 19, 2021
Jan 14, 2020
28
https://rcin.org.pl./publication/114135
Edition name | Date |
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RB-2016-11 : Klukowski Leszek : Application of mathematical programming methods for public debt management | Oct 19, 2021 |
Klukowski, Leszek
Klukowski, Leszek
Bitner, Michał Cichocki, Krzysztof
Klukowski, Leszek
Klukowski, Leszek
Klukowski, Leszek
Klukowski, Leszek