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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
- Language
- Released
- 2022
- Binding
- (Paperback)
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- Subtitle
- A Concise Framework with Examples and Implementation Code in R
- Language
- English
- Authors
- Claudio Franzetti
- Publisher
- Springer International Publishing
- Released
- 2022
- Format
- Paperback
- Pages
- 272
- ISBN13
- 9783030702878
- Series
- Description
- 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.