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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.
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Pricing Export Credit, Claudio Franzetti
- Language
- Released
- 2021
- product-detail.submit-box.info.binding
- (Hardcover)
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