Books' details

Title: Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation
Editor: Palgrave Macmillan
Series: Applied Quantitative Finance
Author: Marc Henrard
© Marc Henrard 2014
Published: May 2014
Hardcover - 256 pages
ISBN-10: 1137374659
ISBN-13: 978-1137374653

Title: Algorithmic Differentiation in Finance Explained
Editor: Palgrave Macmillan
Series: Financial Engineering Explained
Author: Marc Henrard
© Marc Henrard 2017
Published: September 2017
Softcover - 110 pages
ISBN-10: 3-319-53978-2
ISBN-13: 978-3-319-53978-2

Contacting the author:

How to buy the books?

If you meet the author, you can always ask him if he has some (discounted) copies available. Most of his working time is spent at OpenGamma's London offices (256-260 Old Street,  EC1V 9DD ). Don't hesitate to pass by.

This may not be the most convenient way to order the book. Other (online) methods are:

Palgrave Macmillan

Multi-curve framework

Algorithmic differentiation


Multi-curve framework: UK or US or France or Germany or Japan (sorry, not in Australia)

Algorithmic Differentiation: UK


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