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

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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