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Pricing export credit = a concise fr...
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Franzetti, Claudio.
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Pricing export credit = a concise framework with examples and implementation code in R /
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Pricing export credit/ by Claudio Franzetti.
其他題名:
a concise framework with examples and implementation code in R /
作者:
Franzetti, Claudio.
出版者:
Cham :Springer International Publishing : : 2021.,
面頁冊數:
xxvi, 246 p. :ill., digital ;24 cm.
內容註:
Chapter 1. Motivation -- Chapter 2. Export Credit Industry -- Chapter 3. Insurance Background -- Chapter 4. Finance Fundamentals -- Chapter 5. Preliminaries -- Chapter 6. New Premium Framework -- Chapter 7. Historic Default Rates -- Chapter 8. Market Version of the Framework -- Chapter 9. Minimum Interest Calculation -- Chapter 10. Comparison with OECD Arrangement -- Chapter 11. Other Pricing -- Chapter 12. Conclusions.
Contained By:
Springer Nature eBook
標題:
Export credit - Prices. -
電子資源:
https://doi.org/10.1007/978-3-030-70285-4
ISBN:
9783030702854
Pricing export credit = a concise framework with examples and implementation code in R /
Franzetti, Claudio.
Pricing export credit
a concise framework with examples and implementation code in R /[electronic resource] :by Claudio Franzetti. - Cham :Springer International Publishing :2021. - xxvi, 246 p. :ill., digital ;24 cm. - Management for professionals,2192-8096. - Management for professionals..
Chapter 1. Motivation -- Chapter 2. Export Credit Industry -- Chapter 3. Insurance Background -- Chapter 4. Finance Fundamentals -- Chapter 5. Preliminaries -- Chapter 6. New Premium Framework -- Chapter 7. Historic Default Rates -- Chapter 8. Market Version of the Framework -- Chapter 9. Minimum Interest Calculation -- Chapter 10. Comparison with OECD Arrangement -- Chapter 11. Other Pricing -- Chapter 12. Conclusions.
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.
ISBN: 9783030702854
Standard No.: 10.1007/978-3-030-70285-4doiSubjects--Topical Terms:
3495604
Export credit
--Prices.
LC Class. No.: HG3753 / .F73 2021
Dewey Class. No.: 332.742
Pricing export credit = a concise framework with examples and implementation code in R /
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Chapter 1. Motivation -- Chapter 2. Export Credit Industry -- Chapter 3. Insurance Background -- Chapter 4. Finance Fundamentals -- Chapter 5. Preliminaries -- Chapter 6. New Premium Framework -- Chapter 7. Historic Default Rates -- Chapter 8. Market Version of the Framework -- Chapter 9. Minimum Interest Calculation -- Chapter 10. Comparison with OECD Arrangement -- Chapter 11. Other Pricing -- Chapter 12. Conclusions.
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