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Henrard, Marc P. A.


 SSRN Author Rank: 738 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
19,532
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
2,935
(1,814)
13

2.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
08 Feb 06
Last Revised:
06 May 12
2,857
(1,920)
5

3.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
14 Mar 07
Last Revised:
25 Feb 09
2,829
(1,960)
15

4.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
30 Nov 03
Last Revised:
16 Mar 06
2,622
(2,256)
14

5.  
Henrard, Marc P. A.
OpenGamma
Posted:
03 Apr 05
1,717
(4,684)
6

6.  
Henrard, Marc P. A.
OpenGamma
Posted:
22 Oct 08
Last Revised:
10 May 10
1,025
(11,107)
 

7.  
Henrard, Marc P. A.
OpenGamma
Posted:
07 Nov 10
Last Revised:
12 Mar 11
938
(12,763)
1

8.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
28 Feb 08
Last Revised:
07 Nov 10
619
(23,385)
4

9.  
Henrard, Marc P. A.
OpenGamma
Posted:
14 May 07
Last Revised:
12 Feb 08
555
(27,225)
2

10.  
Hanton, Pierre
BNP Paribas Fortis
Henrard, Marc P. A.
OpenGamma
Posted:
14 May 10
526
(29,224)
 

11.  
Henrard, Marc P. A.
OpenGamma
Posted:
08 Mar 06
366
(46,242)
2

12.  
Henrard, Marc P. A.
OpenGamma
Posted:
30 Jun 06
326
(53,185)
 

13.  
Henrard, Marc P. A.
OpenGamma
Posted:
03 Sep 11
Last Revised:
14 Apr 13
308
(56,890)
 

14.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
23 Mar 06
Last Revised:
24 Mar 06
270
(66,023)
 

15.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
31 Dec 04
Last Revised:
02 Jul 06
231
(77,918)
11

16.  
Henrard, Marc P. A.
OpenGamma
Posted:
20 Oct 12
Last Revised:
14 Apr 13
223
(80,839)
 

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
219
(82,373)
 

18.  
Henrard, Marc P. A.
OpenGamma
Posted:
04 Feb 08
216
(83,538)
 

19.   Incl. Electronic Paper
Henrard, Marc P. A.
OpenGamma
Posted:
14 Jan 07
Last Revised:
01 Jun 08
184
(97,697)
4

20.  
Henrard, Marc P. A.
OpenGamma
Posted:
30 Sep 12
Last Revised:
30 Oct 12
164
(108,668)
1

21.  
Henrard, Marc P. A.
OpenGamma
Posted:
08 May 12
Last Revised:
09 May 12
151
(116,950)
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
103
(157,897)
 

23.  
Henrard, Marc P. A.
OpenGamma
Posted:
10 Mar 13
Last Revised:
16 Oct 13
82
(183,417)
 

24.  
Henrard, Marc P. A.
OpenGamma
Posted:
09 Jan 13
Last Revised:
25 Mar 13
66
(207,931)
 

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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