Thesis (D.Min.)--Liberty Theological Seminary and Graduate School, 2007. / Available in paper and online. Includes bibliographical references.

"Prepared in partial fulfillment of the requirements for the degree of master of arts in Public administration at the University of Minnesota."--Foreword. / Bibliography: p. iii-xii.

Summary in English. / At head of title: Banca Natională a Republicii Socialiste România. "Autorii: Liviu Andrucovici ... [et al.]." Includes bibliographical references.

Thesis (Ph. D.)--University of Wisconsin--Madison, 1953. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references (leaves [247]-254).

Thesis (Ph. D.)--University of Wisconsin--Madison, 1988. / Vita. Includes bibliographical references.

Thesis will be dedicated to analysis of background, environment and opportunities for the application of Islamic finance. The thesis will compare the structures of both conventional and religious banking. I will explain the core Islamic principles, financial instruments available and will describe key regulatory institutions. Description will include practical implementation examples from customer-bank perspective. After defining framework, I will discuss the practical implementation of Islamic finance in different environments. Legal factors concerned with application will be discoursed. The opportunities for Islamic finance towards following the current trends in not only Muslim countries will be analyzed. Moreover, criticism against Islamic finance will be answered by comparison of performance of both conventional and Islamic banks during the financial crisis of 2008.

The market for mortgage backed securities (MBS) was active and fast growing from the issuance of the first MBS in 1981. This enabled financial firms to transform risky individual mortgages into liquid and tradable market instruments. The subprime mortgage crisis of 2007 shows the need for a better understanding and development of mathematical models for these securities. The aim of this thesis is to develop a model for MBS that is flexible enough to capture both regular and subprime MBS. The thesis considers two models, one for a single mortgage in an intensity based framework and the second for mortgage backed securities using a stochastic partial differential equation approach. In the model for a single mortgage, we capture the prepayment and default incentives of the borrower using intensity processes. Using the minimum of the two intensity processes, we develop a nonlinear equation for the mortgage rate and solve it numerically and present some case studies. In modelling of an MBS in a structural framework using stochastic PDEs (SPDEs), we consider a large number of individuals in a mortgage pool and assume that the wealth of each individual follows a stochastic process, driven by two Brownian mo- tions, one capturing the idiosyncratic noise of each individual and the second a common market factor. By defining the empirical measure of a large pool of these individuals we study the evolution of the limit empirical measure and derive an SPDE for the evolution of the density of the limit empirical measure. We numerically solve the SPDE to demonstrate its flexibility in different market environments. The calibration of the model to financial data is the focus of the final part of thesis. We discuss the different parameters and demonstrate how many can be fitted to observed data. Finally, for the key model parameters, we present a strategy to estimate them given observations of the loss function and use this to determine implied model parameters of ABX.HE.

Thesis (Ph. D.)--Columbia University, 1928. / Vita. Published also as Teachers College, Columbia University, Contributions to education, no. 271. eContent provider-neutral record in process. Description based on print version record. Bibliography: p. 121-122.

Thesis--Universität Leipzig. / Vita. Includes bibliographical references (p. v-vii) and index.

Thèse--Faculté des lettres de Paris. / "Documents consultés": p. [xi]-xx.