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]
@inproceedings{KouaibaS17,
title = {The Pricing of Interest Rate Derivatives: Caps/Floors and the Construction of the Yield Curve},
author = {Ghizlane Kouaiba and Moulay-Driss Saikak},
year = {2017},
doi = {10.1007/978-3-319-74500-8_89},
url = {https://doi.org/10.1007/978-3-319-74500-8_89},
researchr = {https://researchr.org/publication/KouaibaS17},
cites = {0},
citedby = {0},
pages = {997-1005},
booktitle = {Innovations in Smart Cities and Applications - Proceedings of the 2nd Mediterranean Symposium on Smart City Applications, Tangier, Morocco, October 15-27, 2017},
editor = {Mohamed Ben Ahmed and Anouar Abdelhakim Boudhir},
volume = {37},
series = {Lecture Notes in Networks and Systems},
publisher = {Springer},
isbn = {978-3-319-74500-8},
}