Pricing exotic interest rate derivatives - The LIBOR Market Model in QuantLib June 1, 2010
76 Portland Place
London, England W1B 1NT
London, England W1B 1NT
This three-day course will be led by an international expert who played a large role in the coding of the LIBOR market model in the QuantLib C++ open-source project.
Official Website: http://www.moneyscience.com/training/pricing-exotic-interest-rate-derivatives-the-libor-market-model-in-quantlib.html
Added by mBLAST on April 23, 2010