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  • Petits Dejeuners de la Finance , every month -Details-
  • Advanced Equity Derivatives and Structured Products Modelling , by Claudio Albanese (18-19 Nomvember 2008 London) -Details-
  • Long Dated Derivatives and Interest Rate Hybrids Modelling , by Claudio Albanese (2-3 December 2008 London) -Details-
  • Mark Joshi : Pricing exotic interest rate derivatives. The LIBOR market model in QuantLib , by Mark Joshi (25-27 February 2009) -Details-
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