Téléchargez le livre : Pricing Export Credit

Pricing Export Credit

A Concise Framework with Examples and Implementation Code in R de

Éditeur :

Springer


Collection :

Management for Professionals

Paru le : 2021-05-07

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Description
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.
Pages
246 pages
Collection
Management for Professionals
Parution
2021-05-07
Marque
Springer
EAN papier
9783030702847
EAN PDF
9783030702854
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
24
Taille du fichier
5796 Ko
Prix
72,59 €
EAN EPUB
9783030702854
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
24
Taille du fichier
11745 Ko
Prix
72,59 €

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