We a good story
Quick delivery in the UK

Books by Claudio Franzetti

Filter
Filter
Sort bySort Popular
  • by Claudio Franzetti
    £78.99

    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.

  • by Claudio Franzetti
    £69.99

    Helping you navigate the tricky world of risk calculation and management, this book presents two main building blocks for determining how much capital needs to be reserved for operational risk. It employs the loss distribution approach as a model for calculating the risk capital figure and explains risk mitigation through management and management¿s actuations. The model introduced complies with the standards of the Basel Accord. While R scripts are used for some examples, a prototypical software program for calculating the loss distribution and economic capital in the more detailed run-through example can be downloaded from www.garrulus.com

  • by Claudio Franzetti
    £186.99

    In banking regulation, tools are needed to quantify risk and calculate the amount of capital reserve required to mitigate such risk. This book offers a complete model for the quantification of so-called operational risks.

Join thousands of book lovers

Sign up to our newsletter and receive discounts and inspiration for your next reading experience.