Valuation of credit default swaps - by Hani Sami Rifai
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
Description
Project (M.A.F.E.)--American University of Beirut, Dept. of Economics, 2005.
Bibliography: leaves 57-58.
Bibliography: leaves 57-58.