The dynamic Canadian debt strategy model / Nicolas Audet, Joe Ning, Adam Epp, Jeffrey Gao.: FB3-1/127-2025E-PDF
"We present a dynamic debt strategy model framework designed to assist sovereign debt portfolio managers in choosing an optimal debt issuance strategy. The model consists of two parts: a simulation engine and a debt issuance optimization engine. The main innovation of this framework is the introduction of dynamic issuance strategies, which allow issuance decisions to vary over time based on the model's simulated state variables. We apply this framework to Canada's specific debt management setting and show that these dynamic strategies, when compared with the deterministic issuance strategies of the original Canadian debt strategy model, bring considerable improvements to the costs and risks of available debt portfolios"--Abstract, page ii.
Permanent link to this Catalogue record:
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| Title | The dynamic Canadian debt strategy model / Nicolas Audet, Joe Ning, Adam Epp, Jeffrey Gao. |
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| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Digital text |
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| Description | 1 online resource (ii, 30 pages) : colour illustrations. |
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