Essays about: "sndo"

Found 2 essays containing the word sndo.

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

    University essay from Nationalekonomiska institutionen

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

    Abstract : 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. READ MORE

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

    University essay from Matematiska institutionen

    Author : Tomas Grill; Håkan Östberg; [2003]
    Keywords : 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;

    Abstract : 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. READ MORE