Finance Fundamentals

Claudio Franzetti

Chapter 4 in Pricing Export Credit, 2021, pp 87-135 from Springer

Abstract: Abstract We would like to be as brief as possible, nonetheless laying the groundwork for later use in the pricing section or other calculations. We touch credit risk, interest rates, yields, risk-neutral probabilities and the Merton model in addition to default rates and recovery as well as risk assessment.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:mgmchp:978-3-030-70285-4_4

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DOI: 10.1007/978-3-030-70285-4_4

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