WorldCat Identities

Houkari, Mohamed (1984-....).

Works: 2 works in 3 publications in 1 language and 30 library holdings
Roles: Collector, Author
Publication Timeline
Most widely held works by Mohamed Houkari
Maths CM2 : la méthode de Singapour : manuel by Chantal Kritter( Book )

1 edition published in 2019 in French and held by 28 WorldCat member libraries worldwide

Suivant la méthode de Singapour, l'ouvrage privilégie la modélisation des notions abstraites par des manipulations d'objets puis d'images. Il propose des séances d'observation collective, des exercices de pratique guidée avec deux niveaux de difficulté, à faire seul, en binôme ou en groupe ainsi que des bilans
Mesure du risque et couverture des marges nettes de taux d'intérêt des ressources non échéancées : application aux dépôts à vue en ALM bancaire by Mohamed Houkari( )

2 editions published between 2008 and 2019 in French and held by 2 WorldCat member libraries worldwide

This thesis deals with interest rate risk management on interest rate margins related to non maturing liabilities (demand deposits, savings, etc.). First, we propose a focus on risk measurement, through a review of some well-known risk measures and some related representation results. Besides, our application to portfolio optimization exhibits some robustness of efficient allocations with respect to the choice of the measure. Finally, we propose to consider the management of non maturing liabilities in an incomplete market framework. Indeed, the amount of liabilities may carry some specific risk, independent from market risk, corresponding to customers' behaviour, for instance. Then we show that, in a mean-variance framework, dynamic hedging strategies for margins appear to be more efficient than most of strategies currently in use. They also display satisfactory performances when switching to other risk measures
Audience Level
Audience Level
  General Special  
Audience level: 0.00 (from 0.00 for Maths CM2 ... to 0.00 for Maths CM2 ...)

French (3)