Dear All,
We've rescheduled the London LIBOR Market Model course for 26-27th March.
The Sydney course went off very well with 40 delegates, some of whom
expressed pleasant surprise at how practical the course was.
To clarify the relationship with Quantlib in response to some queries,
I will not be explicitly discussing code but the solutions to problems
that I will discuss are precisely what's been coded in Quantlib.
Indeed, one could view the Quantlib implementation as being a
concretization of the course.
The brochure is on my website. www.markjoshi.com
Mark
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Assoc Prof Mark Joshi
Centre for Actuarial Studies
University of Melbourne
My website is www.markjoshi.com
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