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

Buch 234 von 339: Management for Professionals

Franzetti, Claudio

 
9783030702878: Pricing Export Credit: A Concise Framework with Examples and Implementation Code in R (Management for Professionals)
Softcover
ISBN 10: 3030702871 ISBN 13: 9783030702878
Verlag: Springer, 2022

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

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).

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Verlag
Springer
Erscheinungsdatum
2022
Sprache
Englisch
ISBN 10 
3030702871
ISBN 13 
9783030702878
Einband
Taschenbuch
Auflage
1
Anzahl der Seiten
272
Kontakt zum Hersteller
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Deutschland

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9783030702847: Pricing Export Credit: A Concise Framework with Examples and Implementation Code in R (Management for Professionals)

Vorgestellte Ausgabe

ISBN 10:  3030702847 ISBN 13:  9783030702847
Verlag: Springer, 2021
Hardcover