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Hittade 2 uppsatser som matchar ovanstående sökkriterier.

  1. 1. Swedish Breakeven Inflation (BEI) - a market based measure of inflation expectations?

    Magister-uppsats, Nationalekonomiska institutionen

    Författare :Jonas Calmvik; [2008]
    Nyckelord :Inflation-Linked Bonds; Index Linked; Swedish Bonds; Carry; CPI Seasonality; Sveriges Riksbank; SNDO; Prospera; Inflation Expectations;

    Sammanfattning : The Fisher Equation suggests that the spread between nominal and real interest rates is equal to the inflation expectations. In Sweden, where both nominal and inflation linked bonds exist the fisher equation implies that the yield spread could provide investors and policymakers with important information about markets inflation expectations. LÄS MER

  3. 2. A Financial Optimization Approach to Quantitative Analysis of Long Term Government Debt Management in Sweden

    Uppsats för yrkesexamina på grundnivå, Matematiska institutionen

    Författare :Tomas Grill; Håkan Östberg; [2003]
    Nyckelord :Mathematical optimization; systems theory; Financial Optimization; Stochastic Programming; Government Debt; Debt Portfolio Management; Treasury Bond; Treasury Bill; Macroeconomic Simulation; Stochastic Process; Autoregressive Process; Markov Chain; K-Means Clustering; Scenario Tree; Optimeringslära; systemteori;

    Sammanfattning : The Swedish National Debt Office (SNDO) is the Swedish Government’s financial administration. It has several tasks and the main one is to manage the central government’s debt in a way that minimizes the cost with due regard to risk. LÄS MER