Feedback to SSRN

 
  • Selected
  • Entire List
 

Henrard, Marc P. A.


 SSRN Author Rank: 742 by Downloads
 Quantitative Research
 

OpenGamma


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

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. 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
19,319
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
2,897
(1,834)
13

2.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
08 Feb 06
Last Revised:
06 May 12
2,835
(1,916)
5

3.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
14 Mar 07
Last Revised:
25 Feb 09
2,813
(1,947)
15

4.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
30 Nov 03
Last Revised:
16 Mar 06
2,600
(2,253)
14

5.  
Henrard, Marc P. A.
OpenGamma
Posted:
03 Apr 05
1,697
(4,712)
6

6.  
Henrard, Marc P. A.
OpenGamma
Posted:
22 Oct 08
Last Revised:
10 May 10
1,014
(11,154)
 

7.  
Henrard, Marc P. A.
OpenGamma
Posted:
07 Nov 10
Last Revised:
12 Mar 11
916
(13,055)
1

8.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
28 Feb 08
Last Revised:
07 Nov 10
610
(23,592)
4

9.  
Henrard, Marc P. A.
OpenGamma
Posted:
14 May 07
Last Revised:
12 Feb 08
548
(27,387)
2

10.  
Hanton, Pierre
BNP Paribas Fortis
Henrard, Marc P. A.
OpenGamma
Posted:
14 May 10
523
(29,119)
 

11.  
Henrard, Marc P. A.
OpenGamma
Posted:
08 Mar 06
365
(45,901)
2

12.  
Henrard, Marc P. A.
OpenGamma
Posted:
30 Jun 06
323
(53,142)
 

13.  
Henrard, Marc P. A.
OpenGamma
Posted:
03 Sep 11
Last Revised:
14 Apr 13
304
(57,077)
 

14.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
23 Mar 06
Last Revised:
24 Mar 06
270
(65,240)
 

15.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
31 Dec 04
Last Revised:
02 Jul 06
231
(77,018)
11

16.  
Henrard, Marc P. A.
OpenGamma
Posted:
20 Oct 12
Last Revised:
14 Apr 13
216
(82,606)
 

17.  
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
214
(83,374)
 

18.  
Henrard, Marc P. A.
OpenGamma
Posted:
04 Feb 08
213
(83,777)
 

19.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
14 Jan 07
Last Revised:
01 Jun 08
183
(97,162)
4

20.  
Henrard, Marc P. A.
OpenGamma
Posted:
30 Sep 12
Last Revised:
30 Oct 12
161
(109,282)
1

21.  
Henrard, Marc P. A.
OpenGamma
Posted:
08 May 12
Last Revised:
09 May 12
146
(119,040)
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
99
(160,572)
 

23.  
Henrard, Marc P. A.
OpenGamma
Posted:
10 Mar 13
Last Revised:
16 Oct 13
78
(187,178)
 

24.  
Henrard, Marc P. A.
OpenGamma
Posted:
09 Jan 13
Last Revised:
25 Mar 13
63
(210,850)
 

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
 


Records 1 - 28 of 28 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo1 in 0.469 seconds