LMM and QuantLib

[Mark joshi-2]

Dear All,

We are running the LMM and QuantLib course again next year:

Pricing exotic interest rate derivatives - The LIBOR Market Model in
QuantLib June 2009, London,
http://www.moneyscience.com/training/index.html

Following feedback from last year's participants, we will be spending
more time on
stepping through the code. As part of the preparations, I am working
on an example project on MarketModels
as part of QuantLib. I am open to suggestions regarding its composition.

regards

Mark

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[Mark joshi-2]

This is in June 2010, of course!

2009/11/27 Mark joshi <[hidden email]>

Dear All,

We are running the LMM and QuantLib course again next year:

Pricing exotic interest rate derivatives - The LIBOR Market Model in
QuantLib June 2009, London,
http://www.moneyscience.com/training/index.html

Following feedback from last year's participants, we will be spending
more time on
stepping through the code. As part of the preparations, I am working
on an example project on MarketModels
as part of QuantLib. I am open to suggestions regarding its composition.

regards

Mark

--
Pricing exotic interest rate derivatives - The LIBOR Market Model in QuantLib June 2010, London, http://www.moneyscience.com/training/index.html

Assoc Prof Mark Joshi
Centre for Actuarial Studies
University of Melbourne
My website is www.markjoshi.com

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