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Marc Henrard

by Marc Henrard on

21 Jun 2017

Elephant In The (Swap Trading) Room: Exposing Dealer Trading Costs For Cleared And Uncleared Swaps

Blog written By Dr. Marc Henrard, Head of Quantitative research at OpenGamma and visiting professor at University College London. Marc is the acclaimed author of Interest Rate Modelling in the Multi-Curve Framework as well as Algorithmic Differentiation in Finance Explained….

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