8-10 December, 2008 London, UK

The BGM Libor and Swap Market Models are the last generation of financial models for interest rate derivatives and have growing importance in pricing and hedging modern financial products. Discover new developments and cutting edge techniques in Libor and Swap Market Models. This in-depth course reviews foundations and illustrates the latest advances. This will give participants the opportunity to apply new methodologies in a practical context for the current needs of the market.