Name: Pricing Export Credit: A Concise Framework with Examples and Implementation Code in R (en Inglés)
Price: 158.89 USD
Availability: InStock
Author: Franzetti, Claudio
ISBN: 9783030702847

portada Pricing Export Credit: A Concise Framework with Examples and Implementation Code in R (en Inglés)

Formato

Libro Físico

Autor

Claudio Franzetti

Editorial

Springer

Idioma

Inglés

N° páginas

246

Encuadernación

Tapa Dura

Dimensiones

23.4 x 15.6 x 1.6 cm

Peso

0.56 kg.

ISBN13

9783030702847

N° edición

Categorías

Gestión financiera de las sociedades
Industria del sector servicios

Pricing Export Credit: A Concise Framework with Examples and Implementation Code in R (en Inglés)

Claudio Franzetti (Autor) · Springer · Tapa Dura

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$ 158.89

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Origen: Estados Unidos (Costos de importación incluídos en el precio)

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Reseña del libro "Pricing Export Credit: A Concise Framework with Examples and Implementation Code in R (en Inglés)"

Pricing of export credit is a challenge in the globalised world trade. Annual premia represent billions of euros or dollars and may determine competition. This book develops a rigorous new framework for pricing export credit products, e.g. buyer and supplier credit insurance and performance and working capital guarantees, based on well-known financial and actuarial theories. It introduces the products, the theories and the different data sources in order to apply the mathematical and financial ideas, e.g. discounting, risk-neutral valuation and Merton type defaults. It shows the differences of historical experience and implicit market pricing assumptions. The well-known OECD Arrangement is used as a benchmark for some part of the framework. Short code snippets in R are given in order to re-perform the results and have a basis to try own ideas. Many unprecedented exhibits give new insights into the subject matter. The book is targeted at practitioners and actuaries in the field with agood quantitative background.