One Day Lecture at s:f:i

I will give a one day lecture as part of the Certificate FAME Program 2006 at the swiss finance institute.

The lecture will take place August 2
nd at University of Lausanne. See the program of this event for details. As precourse reading you should consider Chapter 8, 9 and 10 (interest rate basics), Chapter 12 (exotic derivatives) and Chapter 15 (libor market model) of my lecture notes. These chapters are available in english and german.