Pricing Export Credit
Franzetti, Claudio
Produktnummer:
1859a0e933f3ac4e9ca42a401dedbb9d68
| Autor: | Franzetti, Claudio |
|---|---|
| Themengebiete: | Code R Credit Risk Credit Risk Management Export Credit Export Import Marketing Pricing |
| Veröffentlichungsdatum: | 08.05.2022 |
| EAN: | 9783030702878 |
| Sprache: | Englisch |
| Seitenzahl: | 246 |
| Produktart: | Kartoniert / Broschiert |
| Verlag: | Springer International Publishing |
| Untertitel: | A Concise Framework with Examples and Implementation Code in R |
Produktinformationen "Pricing Export Credit"
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.
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