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• Anotace
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Anotace knihy

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.

Parametry knihy

• Plný název: Pricing Export Credit
• Podnázev: A Concise Framework with Examples and Implementation Code in R
• Autor: Claudio Franzetti
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 246
• EAN: 9783030702878
• ID: 38982738
• Nakladatelství: Springer Nature Switzerland AG
• Hmotnost: 421 g
• Rozměry: 235 × 155 × 15 mm
• Datum vydání: 08. May 2022

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