Libor market model

[Michael Meyer-8]

Greetings,

If you are interested in the Libor market model please
obtain the file "FastLibor.pdf" from my website
http://martingale.berlios.de/Martingale.html.

Please subscribe to the mailing lists.
I am close to a new version. I am also working on C++
code including four different implementations of the
Libor market model.

Mike

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