Books' details
- Title:
- Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution, Transition, and Implementation
- Editor:
- Palgrave Macmillan
- Series:
- Applied Quantitative Finance
- Author:
- Marc Henrard
- Published:
- November 2025 (expected)
- ISBN-10:
- 3-032-02684-2
- ISBN-13:
- 978-3-032-02684-2
© Marc Henrard 2025
Hardcover — ??? pages
Posts related to the book: Multi-curve book: About the Book and the related post listed at the botom of the page.
- Title:
- Algorithmic Differentiation in Finance Explained
- Editor:
- Palgrave Macmillan
- Series:
- Financial Engineering Explained
- Author:
- Marc Henrard
- Published:
- September 2017
- ISBN-10:
- 3-319-53978-2
- ISBN-13:
- 978-3-319-53978-2
© Marc Henrard 2017
Softcover — 110 pages
- Title:
- Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation
- Editor:
- Palgrave Macmillan
- Series:
- Applied Quantitative Finance
- Author:
- Marc Henrard
- Published:
- May 2014
- ISBN-10:
- 1137374659
- ISBN-13:
- 978-1137374653
© Marc Henrard 2014
Hardcover — 256 pages
Contacting the author:
Email: marc.p.a.henrard@gmail.com
How to buy the books?
If you meet the author, you can always ask him if he has some (discounted) copies available.
This may not be the most convenient way to order the books. Other (online) methods are:
Palgrave Macmillan
- Multi-curve framework (second edition)
- Algorithmic differentiation
- Multi-curve framework (first edition)
Amazon
- Multi-curve framework (second edition):
- Belgium, UK, US, France, Germany, Japan, Australia
- Algorithmic differentiation:
- Belgium, UK, Australia
- Multi-curve framework (first edition)
- UK, US, France, Germany, Japan, Australia
I'm happy to advertise any other bookshop selling my books. Just send me a link!
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