Quantlib and LMM course

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

Quantlib and LMM course

Mark joshi-2
Dear All,

this is a gentle reminder that I will be giving a course on the LMM in
London at the end of February.
The course will cover the theory and practice of using the LIBOR
market model to price exotic interest
rate derivatives and I will cover the QuantLib implementation in C++.

For full details, see

http://www.moneyscience.com/Events_Noticeboard/Pricing_exotic_interest_rate_derivatives_-_The_LIBOR_Market_Model_in_QuantLib_with_Mark_Joshi.html

There are still a few places available.

regards

Mark

------------------------------------------------------------------------------
This SF.net email is sponsored by:
SourcForge Community
SourceForge wants to tell your story.
http://p.sf.net/sfu/sf-spreadtheword
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users