Henrard, Marc (2007): Skewed Libor Market Model and Gaussian HJM explicit approaches to rolled deposit options. Unpublished.
Henrard, Marc (2006): TIPS Options in the Jarrow-Yildirim model. Published in: Risk , Vol. 16(2), No. March 2006 (March 2006): pp. 82-83.
Henrard, Marc (2007): CMS swaps in separable one-factor Gaussian LLM and HJM model. Unpublished.
Panetta, Fabio; Correa, Ricardo; Davies, Michael; Di Cesare, Antonio; Marques, José-Manuel; Nadal de Simone, Francisco; Signoretti, Federico; Vespro, Cristina; Vildo, Siret; Wieland, Martin and Zaghini, Andrea (2011): The impact of sovereign credit risk on bank funding conditions. Unpublished.
