The Centre for Financial Mathematics at King's College London will conduct a two-day short course on The Mathematical Theory of Interest Rate Models on Thursday 8 and Friday 9 November. All lectures will take place in the Hardy Room, London Mathematical Society, De Morgan House, 57-58 Russell Square, London.

The course is structured for the benefit of practitioners who want to enhance their understanding of the subject and have had some previous basic exposure to interest rate models and the market conventions for interest-rate related instruments. Knowledge of basic stochastic calculus and the Black-Scholes theory will be assumed.

The course directors are Professor Lane P. Hughston and Dr Mihail Zervos.

The programme of the course, which consists of 12 hours of lectures, is outlined in the following link:

The fee for the course is £850. For information on how to register for the course, go to the following link: