Pricing Export Credit: A Concise Framework with Examples and Implementation Code in R (Management for Professionals) - Image 1

£65.35

Springer Pricing Export Credit: A Concise Framework with Examples and Implementation Code in R (Management for Professionals)

Name: Pricing Export Credit: A Concise Framework with Examples and Implementation Code in R (Management for Professionals)
Brand: Springer
Price: 62.11 GBP
Availability: InStock

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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.

Product Specifications

Brand: Springer
Format: Hardcover
ASIN: 3030702847
Category: Books > Subjects > Business, Finance & Law > Accounting > International
Domain: Amazon UK
Release Date: 08 May 2021
Listed Since: 26 January 2021

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Springer Pricing Export Credit: A Concise Framework with Examples and Implementation Code in R (Management for Professionals)

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