All ebooks by Marc Henrard in PDF and EPUB
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All ebooks by Marc Henrard in PDF and EPUB


2  Book(s)
Download this eBook Interest Rate Modelling in the Multi-Curve Framework
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Interest Rate Modelling in the Multi-Curve Framework


Marc Henrard


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...

Publication date: 2026-09-20
Format: PDF, ePub
Publisher: Palgrave Macmillan
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£64,99
Download this eBook Algorithmic Differentiation in Finance Explained
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Algorithmic Differentiation in Finance Explained


Marc Henrard


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...

Publication date: 2017-09-04
Format: PDF, ePub
Publisher: Palgrave Macmillan
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£27,99

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