Valuation of credit default swaps - by Hani Sami Rifai

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dc.contributor.authorRifai, Hani Sami
dc.contributor.departmentAmerican University of Beirut. Faculty of Arts and Sciences. Department of Economics
dc.date2005
dc.date.accessioned2012-06-13T07:08:48Z
dc.date.available2012-06-13T07:08:48Z
dc.date.issued2005
dc.descriptionProject (M.A.F.E.)--American University of Beirut, Dept. of Economics, 2005.
dc.descriptionBibliography: leaves 57-58.
dc.description.abstractThe 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.extentx, 58 leaves : ill. 30 cm.
dc.identifier.urihttp://hdl.handle.net/10938/6853
dc.language.isoen
dc.relation.ispartofTheses, Dissertations, and Projects
dc.subject.classificationPj:001275 AUBNO
dc.subject.lcshCredit derivatives -- Prices
dc.subject.lcshSwaps (Finance)
dc.titleValuation of credit default swaps - by Hani Sami Rifai
dc.typeProject

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