Henrard, Marc (2006): Bonds futures and their options: more than the cheapest-to-deliver; quality option and marginning. Unpublished.
Henrard, Marc (2006): Bonds futures: Delta? No gamma! Unpublished.
Henrard, Marc (2007): CMS swaps in separable one-factor Gaussian LLM and HJM model. Unpublished.
Henrard, Marc (2007): Skewed Libor Market Model and Gaussian HJM explicit approaches to rolled deposit options. Unpublished.
Henrard, Marc (2007): The irony in the derivatives discounting. Unpublished.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.
