Articles liés à Pricing Export Credit: A Concise Framework with Examples...
Pricing Export Credit: A Concise Framework with Examples and Implementation Code in R - Couverture souple
Synopsis
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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Claudio Franzetti was Chief Risk Officer of Swiss Export Risk Insurance in Zurich (Switzerland) and inter alia responsible for actuarial issues. Prior to that he held senior positions at Aon Resolution AG, was Head of Group Credit Portfolio Management and Managing Director of Deutsche Bank in Frankfurt (Germany), Head of Risk Management and Controlling of Swiss Re's investment division and senior consultant with iris AG in Zurich (Switzerland). Before entering the finance industry, he started as research engineer with Brown Boveri & Cie., then Asea Brown Boveri, in Baden (Switzerland) in the field of computational fluid dynamics.
Claudio received a Master's degree in economics from the University of St. Gallen (Switzerland) and a Master in Mechanical Engineering from the Swiss Federal Institute of Technology (ETH) in Zurich (Switzerland).
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurSpringer
- Date d'édition2022
- ISBN 10 3030702871
- ISBN 13 9783030702878
- ReliureBroché
- Langueanglais
- Nombre de pages272
- Coordonnées du fabricantnon disponible
Acheter neuf
Afficher cet article
EUR 57,59
EUR 9,70 expédition depuis Allemagne vers France
Destinations, frais et délais
Résultats de recherche pour Pricing Export Credit: A Concise Framework with Examples...
Image d'archives
Pricing Export Credit : A Concise Framework with Examples and Implementation Code in R
Edité par
Springer International Publishing, 2022
ISBN 10 : 3030702871
ISBN 13 : 9783030702878
Ancien ou d'occasion
Couverture souple
Vendeur : Buchpark, Trebbin, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : Hervorragend. Zustand: Hervorragend | Seiten: 272 | Sprache: Englisch | Produktart: Bücher. N° de réf. du vendeur 38737285/1
Quantité disponible : 2 disponible(s)
Image fournie par le vendeur
Pricing Export Credit
Edité par
Springer International Publishing, 2022
ISBN 10 : 3030702871
ISBN 13 : 9783030702878
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Offers a rigorous analysis and application of financial fundamentals to export credit pricingPresents elaborated examples and comparisons of different methods and theoriesIncludes code snippets in R to recreate the resultsClaudio Fr. N° de réf. du vendeur 581553253
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Pricing Export Credit : A Concise Framework with Examples and Implementation Code in R
Edité par
Springer International Publishing, 2022
ISBN 10 : 3030702871
ISBN 13 : 9783030702878
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. N° de réf. du vendeur 9783030702878
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Pricing Export Credit
Edité par
Springer International Publishing Mai 2022, 2022
ISBN 10 : 3030702871
ISBN 13 : 9783030702878
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 272 pp. Englisch. N° de réf. du vendeur 9783030702878
Quantité disponible : 2 disponible(s)
Image fournie par le vendeur
Pricing Export Credit
ISBN 10 : 3030702871
ISBN 13 : 9783030702878
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 272 pp. Englisch. N° de réf. du vendeur 9783030702878
Quantité disponible : 2 disponible(s)
Image d'archives
Pricing Export Credit: A Concise Framework with Examples and Implementation Code in R (Management for Professionals)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. In. N° de réf. du vendeur ria9783030702878_new
Quantité disponible : Plus de 20 disponibles
Image d'archives
Pricing Export Credit : A Concise Framework with Examples and Implementation Code in R
Vendeur : Chiron Media, Wallingford, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
PF. Etat : New. N° de réf. du vendeur 6666-IUK-9783030702878
Quantité disponible : 10 disponible(s)
Image d'archives
Pricing Export Credit: A Concise Framework with Examples and Implementation Code in R (Management for Professionals)
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur ABLIING23Mar3113020027265
Quantité disponible : Plus de 20 disponibles