Marc Henrard - Multi-curve framework

The Wall Street Journal (WSJ) ran a piece this week-end titled " The Quants Run Wall Street Now ". Some pictures of me are in the WSJ library; they took them at a presentation I gave at The Thalesians last month. They used one of those pictures to illustrate "the quants". The picture illustrating the article is Figure 1: Me with the first step of AAD printed on my face and the recursive formula on my shirt. Following the article, I feel the need to clarify a couple of "details". First of all, I'm not running anything or anybody at Wall Street. You may thing that this is a pity for human society, but personally, I feel very good about it and I don't want to run anything or anybody; nevertheless I don't mind speaking to people who want to listen to me willingly. This is the case for practitioners, regulators, academics, and journalists. Now about the content of the article. It discusses the increasing importance of "quants"...

I have just received the first proofs of my forthcoming book "Algorithmic Differentiation in Finance Explained". After a couple of months of editorial lethargy, the matter is moving again. Hopefully the book will be available before the summer holidays. The book is already announced on Amazon !