|
Books > Business & Economics > Business & management
|
Buy Now
Pricing Export Credit - A Concise Framework with Examples and Implementation Code in R (Hardcover, 1st ed. 2021)
Loot Price: R2,728
Discovery Miles 27 280
|
|
|
Pricing Export Credit - A Concise Framework with Examples and Implementation Code in R (Hardcover, 1st ed. 2021)
Series: Management for Professionals
Expected to ship within 10 - 15 working days
|
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.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
You might also like..
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
(1)
(3)
