Petits Déjeuners 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-

Next MathFinance Conference , (30-31 March 2009) -Details-