Dear All,
I am going to be doing a couple of courses on the LIBOR market model:
one in Sydney and one in London.
Whilst I won't be talking explicitly about the Quantlib implementation
of the LMM, the material I will be discussing is closely related to
it. Indeed, one could view the Quantlib implementation as being a
concretization of the course.
The brochures are on my website. www.markjoshi.com
Mark
--
Assoc Prof Mark Joshi
Centre for Actuarial Studies
University of Melbourne
My website is www.markjoshi.com
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