Vienna University of Technology Wiedner Hauptstrasse 8, 1040 Wien Freihaus, 6th floor, green area, seminar room 107:

Wednesday, August 30, 2006:

10:00 Stefan Gerhold Crashcourse Interest Rate Models

13:00 Stefan Gerhold An Implementation of the LIBOR Market Model

+-----------------------------------------------+ | PRisMa 2006 - One-Day Workshop | | on Portfolio Risk Management | | (Vienna, 2006-09-26) | | http://www.fam.tuwien.ac.at/prisma2006/ | +-----------------------------------------------+