Ghizlane Kouaiba, Moulay-Driss Saikak. The Pricing of Interest Rate Derivatives: Caps/Floors and the Construction of the Yield Curve. In Mohamed Ben Ahmed, Anouar Abdelhakim Boudhir, editors, Innovations in Smart Cities and Applications - Proceedings of the 2nd Mediterranean Symposium on Smart City Applications, Tangier, Morocco, October 15-27, 2017. Volume 37 of Lecture Notes in Networks and Systems, pages 997-1005, Springer, 2017. [doi]
Abstract is missing.