Actually, I have no idea about this. Now one of professor in our university has a program with a bank.He wants me to join this program. Now I have some question :
1. If I want to join this program, which math courses should I take?
2.Does LIBOR model need strong computer programming background?
3.Shall I take some finance courses?
4.After finishing this program, I have to write a thesis about this model.I am not sure whether this is
difficult or not.
Thanks

First of all, I don't know why your professor's problem with a bank will end up affecting the subject you chosen (is your professor able to supervise you on this subject??). The concept of the Libor market model (LMM) is not difficult, but the dynamic is very difficult. It is math-demanding subject. You better have understanding of Stochastic Differential Equation. Even worse, when it goes to LMM calibration or its risk management, you will realize it is not a easy subject Compared to it, the computer programming is relatively easy and should not be the matter you concerned. By the way, it is definitely a topic in finance, and I am sure you should know about it, right?

I don't know how good your maths, and which subject you master/major. To me, Libor market model is never a n interesting or easy topic for thesis. But of course, if you want to devoted yourself to finance institution, LMM is the subject you must understand, though I would not do my thesis with it.

My professor and a senior manager of bank co-supervise me. I got   an undergraduate degree in Mathematics and Applied Mathematics, a Master degree in pure Math in China. Now I am studying Msc in Applied Math.
You are right.My professor told I have to spend a lot of time on LMM calibration.My problem is that I have no background about finance. So if I join this program, I have to learn finance .I am interested in this program because it can provide a chance to learn some practical thing. Ans also, I am interested in Finance. Even I was not choosen to join this program, I plan to learn Finance Math.Thanks

Maybe I will take Stochastic Calculus in Finance and Numerical Methods in Finance. I thinks these two courses will be useful for learning LIBOR model.

Well, not bad! Your has strong math background which can enable you to take this program I am sure. Do you know there is a faculty called "Finance Engineering". Actually, LMM is a subject in this faculty which is a must module for those students. Not many universities in China have this faculty indeed due to lack of qualified professor/lecturer in this aspects.

If you are interested in it and able to take this math challenge, why not take this program. It may open another door to your career in the future. Good Luck!

I know "Financial Engineering". Actually, I  plan to take "FE" program  after I finish my present master. But the tution of FE is expensive and it's difficult for me to find a internship after finishing FE(coz this is a requirment for FE) .Now this LIBOR model program belongs to Math department, so I can get finincial support.

Enjoy your learning journey to LMM