Name: Pricing Export Credit: A Concise Framework With Examples and Implementation Code in r (Management for Professionals) (en Inglés)
SKU: 57057137
Price: 40130.00 CLP
Availability: InStock
Author: Franzetti Claudio
ISBN: 9781777336226

portada Pricing Export Credit: A Concise Framework With Examples and Implementation Code in r (Management for Professionals) (en Inglés)

Pricing Export Credit: A Concise Framework With Examples and Implementation Code in r (Management for Professionals) (en Inglés)

Formato

Libro Físico

Editorial

Springer

Autor

Franzetti Claudio

Idioma

Inglés

N° páginas

272

Encuadernación

Tapa Dura

ISBN13

9781777336226

N° edición

Pricing Export Credit: A Concise Framework With Examples and Implementation Code in r (Management for Professionals) (en Inglés)

Franzetti Claudio (Autor) · Springer · Tapa Dura

Libro Nuevo Importado

Envío: 17 a 22 días háb.

$ 80.250$ 40.130

-50%

Costos de importación incluídos en el precio ✅

Libro Nuevo

Quedan 100 unidades

$ 40.130

Llega entre el 13 Oct y el 20 Oct a Santiago, Región Metropolitana. Seleccionar ubicación

Agregar a lista de deseos

Reseña del libro "Pricing Export Credit: A Concise Framework With Examples and Implementation Code in r (Management for Professionals) (en Inglés)"

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.