Feedback to SSRN

 
  • Selected
  • Entire List

Marc P. A. Henrard

SSRN Author Rank: 724 by Downloads

 Enlarge
 Advisory Partner
 

OpenGamma


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

University College London - Department of Mathematics


 Gower Street
 London, WC1E 6BT
 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
. Marc P. A. Henrard's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
23,755
Total
Citations
76
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
3,496
(1,823)
13

2.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
08 Feb 06
Last Revised:
29 Apr 15
3,308
(2,011)
5

3.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
14 Mar 07
Last Revised:
25 Feb 09
3,101
(2,269)
15

4.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
30 Nov 03
Last Revised:
16 Mar 06
3,000
(2,421)
14

5.  
Henrard, Marc P. A.
OpenGamma
Posted:
03 Apr 05
1,889
(4,748)
5

6.  
Henrard, Marc P. A.
OpenGamma
Posted:
07 Nov 10
Last Revised:
12 Mar 11
1,155
(8,201)
1

7.  
Henrard, Marc P. A.
OpenGamma
Posted:
22 Oct 08
Last Revised:
10 May 10
1,151
(10,763)
 

8.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
28 Feb 08
Last Revised:
07 Nov 10
726
(24,558)
4

9.  
Hanton, Pierre
BNP Paribas Fortis
Henrard, Marc P. A.
OpenGamma
Posted:
14 May 10
587
(27,820)
 

10.  
Henrard, Marc P. A.
OpenGamma
Posted:
14 May 07
Last Revised:
12 Feb 08
586
(29,393)
2

11.  
Henrard, Marc P. A.
OpenGamma
Posted:
03 Sep 11
Last Revised:
14 Apr 13
426
(36,343)
 

12.  
Henrard, Marc P. A.
OpenGamma
Posted:
08 Mar 06
379
(55,299)
2

13.  
Henrard, Marc P. A.
OpenGamma
Posted:
30 Jun 06
335
(60,193)
 

14.  
Henrard, Marc P. A.
OpenGamma
Posted:
20 Oct 12
Last Revised:
14 Apr 13
293
(63,867)
 

15.  
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
287
(63,047)
 

16.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
23 Mar 06
Last Revised:
24 Mar 06
276
(81,955)
 

17.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
31 Dec 04
Last Revised:
02 Jul 06
270
(83,961)
11

18.  
Henrard, Marc P. A.
OpenGamma
Posted:
04 Feb 08
223
(97,286)
 

19.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
14 Jan 07
Last Revised:
01 Jun 08
218
(104,849)
4

20.  
Henrard, Marc P. A.
OpenGamma
Posted:
08 May 12
Last Revised:
09 May 12
203
(93,131)
 

21.  
Henrard, Marc P. A.
OpenGamma
Posted:
30 Sep 12
Last Revised:
30 Oct 12
195
(102,986)
 

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
128
(130,402)
 

23.  
Henrard, Marc P. A.
OpenGamma
Posted:
10 Mar 13
Last Revised:
16 Oct 13
122
(139,698)
 

24.  
Henrard, Marc P. A.
OpenGamma
Posted:
09 Jan 13
Last Revised:
25 Mar 13
80
(199,715)
 

25.  
Garcia Trillos, Camilo A.
University College London - Department of Mathematics
Henrard, Marc P. A.
OpenGamma
Macrina, Andrea
University College London
Posted:
30 Oct 15
Last Revised:
03 Feb 16
0
(145,146)
 

26.  
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
 

27.  
Henrard, Marc P. A.
OpenGamma
Posted:
07 Nov 06
 

28.  
Henrard, Marc P. A.
OpenGamma
Posted:
21 Mar 06
 

29.  
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
 


Records 1 - 29 of 29 matches
[ 1 ]

© 2016 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollobot1 in 0.703 seconds