Neu Erschienen: 08.05.2022 Abbildung von Franzetti | Pricing Export Credit | 1. Auflage | 2022 |


Pricing Export Credit

A Concise Framework with Examples and Implementation Code in R

lieferbar ca. 10 Tage als Sonderdruck ohne Rückgaberecht

60,98 €

Preisangaben inkl. MwSt. Abhängig von der Lieferadresse kann die MwSt. an der Kasse variieren. Weitere Informationen


Buch. Softcover

1st ed. 2021. 2022

xxvi, 246 S. 104 s/w-Abbildungen, Bibliographien.

In englischer Sprache

Springer. ISBN 978-3-030-70287-8

Format (B x L): 15,5 x 23,5 cm

Gewicht: 421 g

Das Werk ist Teil der Reihe: Management for Professionals


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.

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