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Henrard, Marc P. A.


 SSRN Author Rank: 733 by Downloads
 Quantitative Research
 

OpenGamma


 185 Park Street
 London, SE1 9BL
 United Kingdom
 email address

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. Henrard, Marc P. A.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
19,740
Total
Citations
79
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
14 Jul 09
Last Revised:
28 Sep 11
2,969
(1,795)
13

2.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
08 Feb 06
Last Revised:
06 May 12
2,874
(1,926)
5

3.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
14 Mar 07
Last Revised:
25 Feb 09
2,842
(1,976)
15

4.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
30 Nov 03
Last Revised:
16 Mar 06
2,644
(2,251)
14

5.  
Henrard, Marc P. A.
OpenGamma
Posted:
03 Apr 05
1,739
(4,635)
6

6.  
Henrard, Marc P. A.
OpenGamma
Posted:
22 Oct 08
Last Revised:
10 May 10
1,034
(11,129)
 

7.  
Henrard, Marc P. A.
OpenGamma
Posted:
07 Nov 10
Last Revised:
12 Mar 11
969
(12,292)
1

8.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
28 Feb 08
Last Revised:
07 Nov 10
630
(23,109)
4

9.  
Henrard, Marc P. A.
OpenGamma
Posted:
14 May 07
Last Revised:
12 Feb 08
556
(27,497)
2

10.  
Hanton, Pierre
BNP Paribas Fortis
Henrard, Marc P. A.
OpenGamma
Posted:
14 May 10
529
(29,402)
 

11.  
Henrard, Marc P. A.
OpenGamma
Posted:
08 Mar 06
367
(46,693)
2

12.  
Henrard, Marc P. A.
OpenGamma
Posted:
30 Jun 06
327
(53,693)
 

13.  
Henrard, Marc P. A.
OpenGamma
Posted:
03 Sep 11
Last Revised:
14 Apr 13
314
(56,382)
 

14.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
23 Mar 06
Last Revised:
24 Mar 06
270
(66,838)
 

15.  
Interest Rate Instruments and Market Conventions Guide | Show Abstract | Download |
OpenGamma Quantitative Research, First Edition, April 2012
Accepted Paper Series
Henrard, Marc P. A.
OpenGamma
Posted:
13 Aug 12
231
(79,260)
 

16.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
31 Dec 04
Last Revised:
02 Jul 06
231
(78,917)
11

17.  
Henrard, Marc P. A.
OpenGamma
Posted:
20 Oct 12
Last Revised:
14 Apr 13
230
(79,260)
 

18.  
Henrard, Marc P. A.
OpenGamma
Posted:
04 Feb 08
217
(84,148)
 

19.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
14 Jan 07
Last Revised:
01 Jun 08
186
(97,915)
4

20.  
Henrard, Marc P. A.
OpenGamma
Posted:
30 Sep 12
Last Revised:
30 Oct 12
167
(108,197)
1

21.  
Henrard, Marc P. A.
OpenGamma
Posted:
08 May 12
Last Revised:
09 May 12
155
(115,699)
1

22.  
Multi-Curve Framework with Collateral | Show Abstract | Download |
OpenGamma Quantitative Research, n.13, July 2013
Working Paper Series
Henrard, Marc P. A.
OpenGamma
Posted:
28 Jul 13
Last Revised:
01 Dec 13
104
(158,640)
 

23.  
Henrard, Marc P. A.
OpenGamma
Posted:
10 Mar 13
Last Revised:
16 Oct 13
89
(176,220)
 

24.  
Henrard, Marc P. A.
OpenGamma
Posted:
09 Jan 13
Last Revised:
25 Mar 13
66
(210,189)
 

25.  
CMS, CMS Spreads and Similar Options in the Multi-Factor HJM Framework | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 15, No. 7, 2012
Accepted Paper Series
Hanton, Pierre
BNP Paribas Fortis
Henrard, Marc P. A.
OpenGamma
Posted:
07 Dec 12
 

26.  
Bonds Futures and Their Options: More than the Cheapest-to-Deliver; Quality Option and Marginning | Show Abstract |
Journal of Fixed Income, Vol. 16, No. 2, pp. 62-75, Fall 2006
Accepted Paper Series
Henrard, Marc P. A.
OpenGamma
Posted:
07 Nov 06
 

27.  
Swaptions: 1 Price, 10 Deltas, and... 6 1/2 Gammas | Show Abstract |
Wilmott Magazine, pp. 48-57, November 2005
Accepted Paper Series
Henrard, Marc P. A.
OpenGamma
Posted:
21 Mar 06
 

28.  
Comparison of Cash flow maps for Value-at-Risk | Show Abstract |
Journal of Risk, Vol. 3, No. 1, pp. 57-71, 2000
Accepted Paper Series
Henrard, Marc P. A.
OpenGamma
Posted:
21 Mar 06
 


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