Pricing Export Credit

A Concise Framework with Examples and Implementation Code in R

Autor*innen

• Claudio Franzetti

Parameter

• 272 Seiten
• 10 Lesestunden

• Wirtschaft

Mehr zum Buch

Focusing on the complexities of pricing export credit in global trade, this book presents a comprehensive framework utilizing financial and actuarial theories. It covers various export credit products, such as buyer and supplier credit insurance, and integrates concepts like discounting and risk-neutral valuation. By comparing historical data with market pricing assumptions, it provides insights into the OECD Arrangement as a benchmark. Additionally, it includes R code snippets for practical application and unprecedented exhibits that enhance understanding, making it ideal for practitioners and actuaries with quantitative expertise.

• Sprache: Englisch
• Erscheinungsdatum: 2021
• Einband: Hardcover