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Valuation of credit default swaps - by Hani Sami Rifai

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dc.contributor.author Rifai, Hani Sami
dc.date.accessioned 2012-06-13T07:08:48Z
dc.date.available 2012-06-13T07:08:48Z
dc.date.issued 2005
dc.identifier.uri http://hdl.handle.net/10938/6853
dc.description Project (M.A.F.E.)--American University of Beirut, Dept. of Economics, 2005.
dc.description Bibliography: leaves 57-58.
dc.description.abstract The primary purpose of this project is to explain and compare various theoretical techniques of pricing credit derivatives in general and default swap s in particular. The main models of pricing credit default swaps (CDS) applied in thi s project are the
dc.format.extent x, 58 leaves : ill. 30 cm.
dc.language.iso eng
dc.relation.ispartof Theses, Dissertations, and Projects
dc.subject.classification Pj:001275 AUBNO
dc.subject.lcsh Credit derivatives -- Prices
dc.subject.lcsh Swaps (Finance)
dc.title Valuation of credit default swaps - by Hani Sami Rifai
dc.type Project
dc.contributor.department American University of Beirut. Faculty of Arts and Sciences. Department of Economics


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