Interaction Between the VaR of Cash Flow and the Interest Rate Using the ALM

El Hachloufi Mostafa, Driss Ezouine, Mohammed El-Haddad. Interaction Between the VaR of Cash Flow and the Interest Rate Using the ALM. 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 913-918, Springer, 2017. [doi]

Abstract

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