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Henrard, Marc P. A.


 SSRN Author Rank: 729 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
20,749
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
3,101
(1,791)
13

2.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
08 Feb 06
Last Revised:
29 Apr 15
2,963
(1,953)
5

3.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
14 Mar 07
Last Revised:
25 Feb 09
2,910
(2,025)
15

4.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
30 Nov 03
Last Revised:
16 Mar 06
2,763
(2,235)
14

5.  
Henrard, Marc P. A.
OpenGamma
Posted:
03 Apr 05
1,825
(4,582)
6

6.  
Henrard, Marc P. A.
OpenGamma
Posted:
22 Oct 08
Last Revised:
10 May 10
1,099
(10,796)
 

7.  
Henrard, Marc P. A.
OpenGamma
Posted:
07 Nov 10
Last Revised:
12 Mar 11
1,084
(11,032)
1

8.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
28 Feb 08
Last Revised:
07 Nov 10
654
(23,447)
4

9.  
Henrard, Marc P. A.
OpenGamma
Posted:
14 May 07
Last Revised:
12 Feb 08
575
(28,015)
2

10.  
Hanton, Pierre
BNP Paribas Fortis
Henrard, Marc P. A.
OpenGamma
Posted:
14 May 10
567
(28,645)
 

11.  
Henrard, Marc P. A.
OpenGamma
Posted:
03 Sep 11
Last Revised:
14 Apr 13
377
(48,078)
 

12.  
Henrard, Marc P. A.
OpenGamma
Posted:
08 Mar 06
377
(48,078)
2

13.  
Henrard, Marc P. A.
OpenGamma
Posted:
30 Jun 06
329
(56,681)
 

14.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
23 Mar 06
Last Revised:
24 Mar 06
272
(70,175)
 

15.  
Henrard, Marc P. A.
OpenGamma
Posted:
20 Oct 12
Last Revised:
14 Apr 13
269
(70,999)
 

16.  
Interest Rate Instruments and Market Conventions Guide | Show Abstract | Download This Paper | Open PDF in Browser |
OpenGamma Quantitative Research, First Edition, April 2012
Number of Pages in PDF File: 51
Henrard, Marc P. A.
OpenGamma
Posted:
13 Aug 12
265
(72,153)
 

17.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
31 Dec 04
Last Revised:
02 Jul 06
235
(82,039)
11

18.  
Henrard, Marc P. A.
OpenGamma
Posted:
04 Feb 08
221
(87,444)
 

19.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
14 Jan 07
Last Revised:
01 Jun 08
192
(100,509)
4

20.  
Henrard, Marc P. A.
OpenGamma
Posted:
30 Sep 12
Last Revised:
30 Oct 12
187
(103,016)
1

21.  
Henrard, Marc P. A.
OpenGamma
Posted:
08 May 12
Last Revised:
09 May 12
185
(104,570)
1

22.  
Multi-Curve Framework with Collateral | Show Abstract | Download This Paper | Open PDF in Browser |
OpenGamma Quantitative Research, n.13, July 2013
Number of Pages in PDF File: 44
Henrard, Marc P. A.
OpenGamma
Posted:
28 Jul 13
Last Revised:
01 Dec 13
115
(155,431)
 

23.  
Henrard, Marc P. A.
OpenGamma
Posted:
10 Mar 13
Last Revised:
16 Oct 13
112
(158,547)
 

24.  
Henrard, Marc P. A.
OpenGamma
Posted:
09 Jan 13
Last Revised:
25 Mar 13
72
(211,160)
 

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
Hanton, Pierre
BNP Paribas Fortis
Henrard, Marc P. A.
OpenGamma
Posted:
07 Dec 12
 

26.  
Henrard, Marc P. A.
OpenGamma
Posted:
07 Nov 06
 

27.  
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
Henrard, Marc P. A.
OpenGamma
Posted:
21 Mar 06
 


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