Browse by Authors

1423

Henrard, Marc (2006): TIPS Options in the Jarrow-Yildirim model. Published in: Risk , Vol. 16(2), No. March 2006 (March 2006): pp. 82-83.

1534

Henrard, Marc (2007): Skewed Libor Market Model and Gaussian HJM explicit approaches to rolled deposit options.

2001

Henrard, Marc (2006): Bonds futures and their options: more than the cheapest-to-deliver; quality option and marginning.

2249

Henrard, Marc (2006): Bonds futures: Delta? No gamma!

3115

Henrard, Marc (2007): The irony in the derivatives discounting.

3228

Henrard, Marc (2007): CMS swaps in separable one-factor Gaussian LLM and HJM model.