Marc Henrard

My blogs

About me

Occupation Advisory partner, Visiting professor
Introduction Author of the books "Interest Rate Modelling in the Multi-curve Framework: Foundations, Evolution, and Implementation" and "Algorithmic Differentiation in Finance Explained", Marc has 20 years of experience in quantitative finance and trading, most of which managing quantitative and/or trading teams. He advises hedge funds, banks and CCPs. He is also visiting professor at University College London and regular guest speaker at quantitative finance conferences.
Interests Quantitative finance, Golf, Books.
Favorite Books All of them. Visit my home library for more details.