Brush a baking sheet with a little oil and lay the salmon fillets on it, skin side down. Cook in an oven preheated to 200 C, 180 Fan, Gas 6 for 12 minutes.
Meanwhile melt the butter in a small pan and saute the shallots until soft. Stir in the flour and cook for a minute. Remove from the heat and gradually beat in the cream.
Return to the heat and gently bring to the boil. Add the other ingredients and simmer for 2-3 minutes until you can taste the herbs, adjusting the flavour and consistency if needed. Serve warm with the fish.