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Marc Henrard
On Blogger since: September 2013
Profile views: 3,322

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About me

OccupationAdvisory partner, Visiting professor
IntroductionAuthor of the books "Interest Rate Modelling in the Multi-curve Framework: Foundations, Evolution, Transition, and Implementation" and "Algorithmic Differentiation in Finance Explained", Marc has 25 years of experience in quantitative finance and trading, most of which managing quantitative and/or trading teams. He advises hedge funds, banks, insurances and CCPs. He is also regular guest speaker at quantitative finance conferences.
InterestsQuantitative finance, Golf, Books.
Favorite booksAll of them. Visit my home library for more details.
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