Metadata language
Application of mathematical programming methods for public debt management
Subtitle:Raport Badawczy = Research Report ; RB/11/2016
Creator: Publisher:Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
Place of publishing: Date issued/created: Description:18 stron ; 21 cm ; Bibliografia s. 17-18
Subject and Keywords:Mathematical programming application ; Nonlinear and stochastic programming ; Public debt management ; Zarządzanie długiem publicznym ; Programowanie nieliniowe i stochastyczne ; Zastosowanie programowania matematycznego
Abstract: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.
Relation:Raport Badawczy = Research Report
Resource type: Detailed Resource Type: Source: Language: Language of abstract: Rights:Licencja Creative Commons Uznanie autorstwa 4.0
Terms of use: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: ; -
Digitizing institution:Instytut Badań Systemowych Polskiej Akademii Nauk
Original in:Biblioteka Instytutu Badań Systemowych PAN
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