Master Thesis Online
Derivatives for Islamic & participation investment banks. Comparative analysis of IRS vs PRS.
Hani, Walid 
Promotor(s) :
Delfosse, Vincent
Date of defense : 27-Aug-2018/11-Sep-2018 • Permalink : http://hdl.handle.net/2268.2/5423
Details
| Title : | Derivatives for Islamic & participation investment banks. Comparative analysis of IRS vs PRS. |
| Translated title : | [en] Derivatives for Islamic & Participation Investment Banks |
| Author : | Hani, Walid
|
| Date of defense : | 27-Aug-2018/11-Sep-2018 |
| Advisor(s) : | Delfosse, Vincent
|
| Committee's member(s) : | Esch, Louis
Niessen, Wilfried
|
| Language : | English |
| Number of pages : | 64 |
| Keywords : | [en] islamic finance [en] profit rate [en] profit rate swap [en] interest rate swap [en] derivatives valuation [en] islamic derivatives [en] IIBR [en] risk hedging |
| Discipline(s) : | Business & economic sciences > Finance |
| Institution(s) : | Université de Liège, Liège, Belgique |
| Degree: | Master de spécialisation en gestion des risques financiers |
| Faculty: | Master thesis of the HEC-Ecole de gestion de l'Université de Liège |
Abstract
[en] This thesis compare the interest rate swap Vs profit rate swap. It analyses the existing and/or described valuation methods in the literatures. It propose also new concepts and approaches for valuation of profit rate swap. The thesis shows a comparative analysis of different structures of profit rate swap. It conclude by listing specific features and authors suggestions.
File(s)
Document(s)
Walid HANI memoir 2018 Interest rate swap Vs Profit Rate swap .pdf
Description:
Size: 1.59 MB
Format: Adobe PDF
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