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 |