Pricing export credit : a concise framework with examples and implementation code in R

Pricing export credit : a concise framework with examples and implementation code in R / Claudio Franzetti.

Pricing of export credit is a challenge in the globalised world trade. Annual premia represent billions of euros or dollars and may determine competition. This book develops a rigorous new framework for pricing export credit products, e.g. buyer and supplier credit insurance and performance and work...

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Bibliographic Details
Main Author: Franzetti, Claudio
Format: eBook
Language:English
Published: Cham : Springer, 2021.
Series:Management for professionals,
Subjects:
Export credit > Prices.
R (Computer program language)
Online Access:Click for online access
Table of Contents:
  • Chapter 1. Motivation
  • Chapter 2. Export Credit Industry
  • Chapter 3. Insurance Background
  • Chapter 4. Finance Fundamentals
  • Chapter 5. Preliminaries
  • Chapter 6. New Premium Framework
  • Chapter 7. Historic Default Rates
  • Chapter 8. Market Version of the Framework
  • Chapter 9. Minimum Interest Calculation
  • Chapter 10. Comparison with OECD Arrangement
  • Chapter 11. Other Pricing
  • Chapter 12. Conclusions.

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