George Washington University
Brian J. Henderson

Contact: Email
bjhndrsn (at) gwu.edu
Phone
(202) 994-3669



Research

Peer Reviewed Publications:



Working Papers:


Chapters Appearing in Books:

  • Measuring Interest Rate Risk, in Frank J. Fabozzi and Steven V. Mann Eds, The Handbook of Fixed Income Securities, Eighth Edition, McGraw Hill. With Frank J. Fabozzi, Gerald W. Buetow, and Robert R. Johnson
  • Term Structure Modeling with No Arbitrage Interest Rate Models , in Frank J. Fabozzi and Steven V. Mann Eds, The Handbook of Fixed Income Securities, Eighth Edition, McGraw Hill. With Gerald W. Buetow
  • The Valuation of Interest Rate Swaps and Swaptions, in Frank J. Fabozzi and Steven V. Mann Eds, The Handbook of Fixed Income Securities, Eighth Edition, McGraw Hill. With Gerald W. Buetow
  • The Term Structure of Interest Rates, in Carol Alexandar and Elizabeth Sheedy Eds, The Professional Risk Manager's Handbook: Volume 1, Finance Theory, Instruments and Markets, PRMIA Publications, Illinois. With Gerald W. Buetow