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Author
:
Mostafa El Hachloufi
Publications
Interaction Between the VaR and the Interest Rate of Cash Flow
Mostafa El Hachloufi
,
Driss Ezouine
and
Mohammed El Haddad
EasyChair Preprint 3790
Keyphrases
ALM Technics
,
cash flow
,
interest rates
,
stochastic processes
,
VAR
.
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