marc-henrard
Marc is muRisQ's Managing Partner and visiting professor at University College London. Marc also acts as Head of Quantitative Research at @OpenGamma.
@OpenGamma London and Brussels
Pinned Repositories
algorithmic-differentiation-book
Tutorial for the book "Algorithmic Differentiation in Finance"
analysis
Analysis in of financial situations using quantitative finance methods.
muRisQ-basics
muRisQ Advisory: Basic elements of the quantitative analysis libraries.
muRisQ-ir-models
muRisQ Advisory: Interest Rate Models for Derivatives.
Strata
Open source analytics and market risk library from OpenGamma
marc-henrard's Repositories
marc-henrard/algorithmic-differentiation-book
Tutorial for the book "Algorithmic Differentiation in Finance"
marc-henrard/muRisQ-ir-models
muRisQ Advisory: Interest Rate Models for Derivatives.
marc-henrard/analysis
Analysis in of financial situations using quantitative finance methods.
marc-henrard/muRisQ-basics
muRisQ Advisory: Basic elements of the quantitative analysis libraries.