Raport Badawczy = Research Report ; RB/31/2011
Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
9 stron ; 21 cm ; Bibliografia s. 8-9
The paper presents an approach to optimization of prematured bond redemption connected with an issue of new bonds. Both transactions are assumed in the auction form. The decision variables are: redemption level and new issue level, the criterion function expresses total servicing cost of the debt. The constraints of the problem comprise budgetary requirements and other features of the debt issued. The approach has been applied with the use of actual data. The paper is based on the research made in Ministry of Finance (Poland).
Raport Badawczy = Research Report
Licencja Creative Commons Uznanie autorstwa 4.0
Zasób chroniony prawem autorskim. [CC BY 4.0 Międzynarodowe] Korzystanie dozwolone zgodnie z licencją Creative Commons Uznanie autorstwa 4.0, której pełne postanowienia dostępne są pod adresem: ; -
Instytut Badań Systemowych Polskiej Akademii Nauk
Biblioteka Instytutu Badań Systemowych PAN
Oct 19, 2021
Jan 14, 2020
47
https://rcin.org.pl./publication/114303
Edition name | Date |
---|---|
RB-2011-31 : Klukowski Leszek : Optimization of prematured treasury bonds redemption associated with selling of new bonds | Oct 19, 2021 |
Klukowski, Leszek
Klukowski, Leszek
Klukowski, Leszek
Klukowski, Leszek
Klukowski, Leszek
Klukowski, Leszek
Klukowski, Leszek
Klukowski, Leszek