Interaction Between the VaR of Cash Flow and the Interest Rate Using the ALM
Crossref DOI link: https://doi.org/10.1007/978-3-319-74500-8_81
Published Online: 2018-03-21
Published Print: 2018
Update policy: https://doi.org/10.1007/springer_crossmark_policy
El Hachloufi, Mostafa
Ezouine, Driss
El Haddad, Mohammed
License valid from 2018-01-01