RCIN and OZwRCIN projects

Object

Title: Optimization of prematured treasury bonds redemption associated with selling of new bonds

Creator:

Klukowski, Leszek

Date issued/created:

2011

Resource type:

Text

Subtitle:

Raport Badawczy = Research Report ; RB/31/2011

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Description:

9 pages ; 21 cm ; Bibliography p. 8-9

Abstract:

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).

Relation:

Raport Badawczy = Research Report

Detailed Resource Type:

Report

Resource Identifier:

oai:rcin.org.pl:103561

Source:

RB-2011-31

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

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: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open

Object collections:

Last modified:

Oct 19, 2021

In our library since:

Jan 14, 2020

Number of object content downloads / hits:

31

All available object's versions:

https://www.rcin.org.pl/publication/114303

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