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Le marché de change marocain. évaluation et couverture des options européennes et américaines de change et modélisation du taux de change du dirham.


par Youness TOUFIK
Ecole Mohammadia d'Ingénieurs - Diplome d'ingénieur en modélisation et Informatique Scientifique 2019
  

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Bibliographie

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[25] Azar-Ibrahim Rabhi. Pricing et hedging dynamique des options asiatiques, quantos et américaines de change. Master's thesis, École Mohammadia d'Ingénieurs, Département Modélisation et Informatique Scientifique, 2017.

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