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Number of items: 6.

10 January 2006

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

12 April 2006

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

May 2006

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

11 January 2007

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

26 March 2007

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

8 May 2007

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

This list was generated on Thu Oct 17 11:17:19 2019 CEST.
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