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Pricing Export Credit

- A Concise Framework with Examples and Implementation Code in R
Af: Claudio Franzetti Engelsk Paperback

Pricing Export Credit

- A Concise Framework with Examples and Implementation Code in R
Af: Claudio Franzetti Engelsk Paperback
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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 a good quantitative background.

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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 a good quantitative background.

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Se mere i:
Produktdetaljer
Sprog: Engelsk
Sider: 246
ISBN-13: 9783030702878
Indbinding: Paperback
Udgave:
ISBN-10: 3030702871
Kategori: Virksomhedsøkonomi
Udg. Dato: 8 maj 2022
Længde: 0mm
Bredde: 155mm
Højde: 235mm
Forlag: Springer Nature Switzerland AG
Oplagsdato: 8 maj 2022
Forfatter(e): Claudio Franzetti
Forfatter(e) Claudio Franzetti

Kategori Virksomhedsøkonomi

ISBN-13 9783030702878

Sprog Engelsk

Indbinding Paperback

Sider 246

Udgave

Længde 0mm

Bredde 155mm

Højde 235mm

Udg. Dato 8 maj 2022

Oplagsdato 8 maj 2022

Forlag Springer Nature Switzerland AG