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Pricing Export Credit

A Concise Framework with Examples and Implementation Code in R

Parámetros

  • 272 páginas
  • 10 horas de lectura

Más información sobre el libro

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.

Publicación

Compra de libros

Pricing Export Credit, Claudio Franzetti

Idioma
Publicado en
2022
Encuadernación
(Tapa blanda)
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Subtítulo
A Concise Framework with Examples and Implementation Code in R
Idioma
Inglés
Publicado en
2022
Formato
Tapa blanda
Páginas
272
ISBN13
9783030702878
Serie
Descripción
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.