Marc is muRisQ's Managing Partner and visiting professor at University College London. Marc also acts as Head of Quantitative Research at @OpenGamma.
- London and Brussels
- http://multi-curve-framework.blogspot.com
Highlights
- Pro
Popular repositories Loading
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algorithmic-differentiation-book
algorithmic-differentiation-book PublicTutorial for the book "Algorithmic Differentiation in Finance"
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muRisQ-ir-models
muRisQ-ir-models PublicmuRisQ Advisory: Interest Rate Models for Derivatives.
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muRisQ-basics
muRisQ-basics PublicmuRisQ Advisory: Basic elements of the quantitative analysis libraries.
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