001436511 000__ 03427cam\a2200541\a\4500
001436511 001__ 1436511
001436511 003__ OCoLC
001436511 005__ 20230309004030.0
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001436511 007__ cr\un\nnnunnun
001436511 008__ 210512s2021\\\\sz\\\\\\ob\\\\001\0\eng\d
001436511 019__ $$a1250383333
001436511 020__ $$a9783030702854$$q(electronic bk.)
001436511 020__ $$a3030702855$$q(electronic bk.)
001436511 020__ $$z3030702847
001436511 020__ $$z9783030702847
001436511 0247_ $$a10.1007/978-3-030-70285-4$$2doi
001436511 035__ $$aSP(OCoLC)1250346583
001436511 040__ $$aYDX$$beng$$epn$$cYDX$$dGW5XE$$dOCLCO$$dEBLCP$$dOCLCF$$dUKAHL$$dOCLCQ$$dOCLCO$$dCOM$$dOCLCQ
001436511 049__ $$aISEA
001436511 050_4 $$aHG3753
001436511 08204 $$a332.7/42$$223
001436511 1001_ $$aFranzetti, Claudio.
001436511 24510 $$aPricing export credit :$$ba concise framework with examples and implementation code in R /$$cClaudio Franzetti.
001436511 260__ $$aCham :$$bSpringer,$$c2021.
001436511 300__ $$a1 online resource
001436511 336__ $$atext$$btxt$$2rdacontent
001436511 337__ $$acomputer$$bc$$2rdamedia
001436511 338__ $$aonline resource$$bcr$$2rdacarrier
001436511 4901_ $$aManagement for Professionals,$$x2192-8096
001436511 504__ $$aIncludes bibliographical references and index.
001436511 5050_ $$aChapter 1. Motivation -- Chapter 2. Export Credit Industry -- Chapter 3. Insurance Background -- Chapter 4. Finance Fundamentals -- Chapter 5. Preliminaries -- Chapter 6. New Premium Framework -- Chapter 7. Historic Default Rates -- Chapter 8. Market Version of the Framework -- Chapter 9. Minimum Interest Calculation -- Chapter 10. Comparison with OECD Arrangement -- Chapter 11. Other Pricing -- Chapter 12. Conclusions.
001436511 506__ $$aAccess limited to authorized users.
001436511 520__ $$aPricing 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.
001436511 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed May 12, 2021).
001436511 650_0 $$aExport credit$$xPrices.
001436511 650_0 $$aR (Computer program language)
001436511 650_6 $$aCrédit à l'exportation$$xPrix.
001436511 650_6 $$aR (Langage de programmation)
001436511 655_0 $$aElectronic books.
001436511 77608 $$iPrint version:$$aFranzetti, Claudio.$$tPricing export credit.$$dCham : Springer, 2021$$z3030702847$$z9783030702847$$w(OCoLC)1235415500
001436511 830_0 $$aManagement for professionals,$$x2192-8096
001436511 852__ $$bebk
001436511 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-030-70285-4$$zOnline Access$$91397441.1
001436511 909CO $$ooai:library.usi.edu:1436511$$pGLOBAL_SET
001436511 980__ $$aBIB
001436511 980__ $$aEBOOK
001436511 982__ $$aEbook
001436511 983__ $$aOnline
001436511 994__ $$a92$$bISE