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Pricing Export Credit

A Concise Framework with Examples and Implementation Code in R

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Focusing on the complexities of pricing export credit in global trade, this book presents a comprehensive framework that integrates financial and actuarial theories. It covers various export credit products like buyer and supplier credit insurance, employing concepts such as discounting and risk-neutral valuation. The work contrasts historical data with market pricing assumptions, using the OECD Arrangement as a benchmark. Additionally, it includes R code snippets for practical application, making it an essential resource for practitioners and actuaries with a solid quantitative background.

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Pricing Export Credit, Claudio Franzetti

Taal
Jaar van publicatie
2022
Bindwijze
(Paperback)
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Titel
Pricing Export Credit
Ondertitel
A Concise Framework with Examples and Implementation Code in R
Taal
Engels
Jaar van publicatie
2022
Formaat
Paperback
Aantal pagina's
272
ISBN13
9783030702878
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Aantekening
Focusing on the complexities of pricing export credit in global trade, this book presents a comprehensive framework that integrates financial and actuarial theories. It covers various export credit products like buyer and supplier credit insurance, employing concepts such as discounting and risk-neutral valuation. The work contrasts historical data with market pricing assumptions, using the OECD Arrangement as a benchmark. Additionally, it includes R code snippets for practical application, making it an essential resource for practitioners and actuaries with a solid quantitative background.