Marc P. A. Henrard
muRisQ Advisory
OpenGamma
Head of Quantitative Research
Albert House
256-260 Old Street
London, EC1V 9DD
United Kingdom
University College London - Department of Mathematics
Visiting Professor
Gower Street
London, WC1E 6BT
United Kingdom
SCHOLARLY PAPERS
51
DOWNLOADS
Rank 945
SSRN RANKINGS
Top 945
in Total Papers Downloads
46,762
SSRN CITATIONS
41
CROSSREF CITATIONS
133
Ideas:
“
Multi-curve framework, collateral discounting, interest rate benchmarks, LIBOR fallback, product design, term structure modelling.
”
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