| The Irony in Derivatives Discounting Part II: The Crisis M Henrard Wilmott Journal 2 (6), 301-316, 2010 | 121 | 2010 |
| Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation M Henrard Palgrave Macmillan, 2014 | 113 | 2014 |
| Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance) M Henrard Palgrave Macmillan. ISBN, 2014 | 113* | 2014 |
| The irony in the derivatives discounting M Henrard Wilmott Magazine, 92-98, 2007 | 101 | 2007 |
| The irony in the derivatives discounting M Henrard Wilmott Magazine, Jul/aug, 2007 | 101 | 2007 |
| Existence and localization of solution for second order elliptic BVP in presence of lower and upper solutions without any order C De Coster, M Henrard Journal of Differential Equations 145 (2), 420-452, 1998 | 77 | 1998 |
| EXPLICIT BOND OPTION FORMULA IN HEATH–JARROW–MORTON ONE FACTOR MODEL M Henrard International Journal of Theoretical and Applied Finance 6 (01), 57-72, 2003 | 67 | 2003 |
| A continuation approach to some forced superlinear Sturm-Liouville boundary value problems A Capietto, M Henrard, J Mawhin, F Zanolin Topol. Methods Nonlinear Anal 3, 81-100, 1994 | 53 | 1994 |
| Bifurcation from a periodic orbit in perturbed planar Hamiltonian systems M Henrard, F Zanolin Journal of mathematical analysis and applications 277 (1), 79-103, 2003 | 30 | 2003 |
| Adjoint algorithmic differentiation: Calibration and implicit function theorem M Henrard OpenGamma Quantitative Research, 2011 | 28 | 2011 |
| Bond Futures and Their Options: More than the Cheapest-to-Deliver; Margining and Quality Option M Henrard The Journal of Fixed Income 16 (2), 62-75, 2006 | 24* | 2006 |
| Slow crossing of a stochastic layer J Henrard, M Henrard Physica D: Nonlinear Phenomena 54 (1), 135-146, 1991 | 24 | 1991 |
| Multi-Curves Framework with Stochastic Spread: A Coherent Approach to STIR Futures and Their Options M Henrard OpenGamma Quantitative Research, 2013 | 21 | 2013 |
| Eurodollar futures and options: Convexity adjustment in HJM one-factor model M Henrard Available at SSRN 682343, 2005 | 21 | 2005 |
| Swaptions: 1 price, 10 deltas, and... 6 1/2 gammas M Henrard Wilmott Magazine 6, 48-57, 2005 | 20 | 2005 |
| LIBOR Fallback and Quantitative Finance MP Henrard Risks 7 (3), 88, 2019 | 19 | 2019 |
| Skewed Libor Market Model and Gaussian HJM explicit approaches to rolled deposit options M Henrard Available at SSRN 956849, 2006 | 19 | 2006 |
| Algorithmic Differentiation in Finance Explained M Henrard Springer, 2017 | 18 | 2017 |
| A Semi‐Explicit Approach to Canary Swaptions in HJM One‐Factor Model M Henrard Applied Mathematical Finance 13 (01), 1-18, 2006 | 17 | 2006 |
| Calibration in Finance: Very Fast Greeks Through Algorithmic Differentiation and Implicit Function M Henrard Procedia Computer Science 18, 1145-1154, 2013 | 15 | 2013 |
