quantlib and LMM course
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Dear All,
we successfully ran the LMM course last week. I am now considering ideas for the next time. One possibility is to do a 3-day course, covering the ideas and implementation of the LMM with a third of the time devoted to discussing the QuantLib code. Would this interest anyone? What would be your probability of attending if we ran this? Does anyone have other suggestions? regards Mark -- Quant Job Interview Questions and Answers coming very soon... www.markjoshi.com Assoc Prof Mark Joshi Centre for Actuarial Studies University of Melbourne My website is www.markjoshi.com ------------------------------------------------------------------------- Check out the new SourceForge.net Marketplace. It's the best place to buy or sell services for just about anything Open Source. http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketplace _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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It's very interesting actually. Will this course be held in Singapore?
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In reply to this post by Mark joshi-2
Hi Mark,
If you do it in Sydney again, I guess most of those who came the first time, such as myself, would be very interested in attending the 3rd part. Regards, Fabrice -----Original Message----- From: [hidden email] [mailto:[hidden email]] On Behalf Of Mark joshi Sent: Tuesday, 1 April 2008 4:09 PM To: [hidden email] Subject: [Quantlib-users] quantlib and LMM course Dear All, we successfully ran the LMM course last week. I am now considering ideas for the next time. One possibility is to do a 3-day course, covering the ideas and implementation of the LMM with a third of the time devoted to discussing the QuantLib code. Would this interest anyone? What would be your probability of attending if we ran this? Does anyone have other suggestions? regards Mark -- Quant Job Interview Questions and Answers coming very soon... www.markjoshi.com Assoc Prof Mark Joshi Centre for Actuarial Studies University of Melbourne My website is www.markjoshi.com ------------------------------------------------------------------------ - Check out the new SourceForge.net Marketplace. It's the best place to buy or sell services for just about anything Open Source. http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketp lace _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users ************** IMPORTANT MESSAGE ***************************** This e-mail message is intended only for the addressee(s) and contains information which may be confidential. If you are not the intended recipient please advise the sender by return email, do not use or disclose the contents, and delete the message and any attachments from your system. Unless specifically indicated, this email does not constitute formal advice or commitment by the sender or the Commonwealth Bank of Australia (ABN 48 123 123 124) or its subsidiaries. We can be contacted through our web site: commbank.com.au. If you no longer wish to receive commercial electronic messages from us, please reply to this e-mail by typing Unsubscribe in the subject line. ************************************************************** ------------------------------------------------------------------------- This SF.net email is sponsored by the 2008 JavaOne(SM) Conference Register now and save $200. Hurry, offer ends at 11:59 p.m., Monday, April 7! Use priority code J8TLD2. http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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In reply to this post by Mark joshi-2
Thank you everyone who wrote back with suggestions.
We have now organized the course on the LMM and QuantLib. It will be over three days, with each topic discussed at theoretical, practical and coding levels. At the end of the course, you should have the knowledge to use and extend the QuantLib implementation of the LMM. The course will be in London. I am open to running it elsewhere if someone local is willing to handle the administrative side. For more information, see www.markjoshi.com or http://www.moneyscience.com/Events_Noticeboard/Pricing_exotic_interest_rate_derivatives_-_The_LIBOR_Market_Model_in_QuantLib_with_Mark_Joshi.html Best Mark -- Quant Job Interview Questions and Answers is now out: www.markjoshi.com Assoc Prof Mark Joshi Centre for Actuarial Studies University of Melbourne My website is www.markjoshi.com 2008/4/1 Mark joshi <[hidden email]>: Dear All, ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2008. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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