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.htmlThere are still a few places available.
regards
Mark
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