Marc Henrard – författare

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4 produkter

1. 

   Interest Rate Modelling in the Multi-Curve Framework

   Foundations, Evolution, Transition, and Implementation

   Av Marc Henrard

   Inbunden, 2026

   850 kr

   Lägg i varukorg

   A new standard in interest rate modelling, called the multi-curve framework, emerged after the financial crisis. The framework covers two important market features: the collateralisation of derivative trades and the spread between different rate benchmarks. This book starts from the collateral …

2. 

   Interest Rate Modelling in the Multi-Curve Framework

   Foundations, Evolution, Transition, and Implementation

   Av Marc Henrard

   E-bok, 2026

   1091 kr

   Lägg i varukorg

   A new standard in interest rate modelling, called the multi-curve framework, emerged after the financial crisis. The framework covers two important market features: the collateralisation of derivative trades and the spread between different rate benchmarks. This book starts from the collateral …

3. 

   Algorithmic Differentiation in Finance Explained

   Av Marc Henrard

   Häftad, 2017

   377 kr

   Lägg i varukorg

   This book provides the first practical guide to the function and implementation of algorithmic differentiation in finance. Written in a highly accessible way, Algorithmic Differentiation Explained will take readers through all the major applications of AD in the derivatives setting with a focus on …

4. 

   Algorithmic Differentiation in Finance Explained

   Av Marc Henrard

   E-bok, 2017

   457 kr

   Lägg i varukorg

   This book provides the first practical guide to the function and implementation of algorithmic differentiation in finance. Written in a highly accessible way, Algorithmic Differentiation Explained will take readers through all the major applications of AD in the derivatives setting with a focus on …