Pricing export credit: a concise framework with examples and implementation code in R (Record no. 2898)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01628nam a22002057a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220719111942.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220719b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783030702878 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 658.15 |
| Item number | FRA |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Franzetti, Claudio |
| 245 ## - TITLE STATEMENT | |
| Title | Pricing export credit: a concise framework with examples and implementation code in R |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | Springer |
| Place of publication, distribution, etc. | Switzerland |
| Date of publication, distribution, etc. | 2021 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxvi, 246 p. |
| 365 ## - TRADE PRICE | |
| Price type code | EURO |
| Price amount | 56.99 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | About this book<br/>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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Pricing |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Export Credit |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Machine Learning |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Accession Number | Date last seen | Copy number | Cost, replacement price | Price effective from | Koha item type |
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| Dewey Decimal Classification | Operations Management & Quantitative Techniques | TB842 | 30-06-2022 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 07/19/2022 | Technical Bureau India Pvt. Ltd. | 3222.50 | 658.15 FRA | 002856 | 07/19/2022 | 1 | 4901.14 | 07/19/2022 | Book |