QuantLib Forum 2011

The first QuantLib forum was held in London on January 18th, 2011, thanks to the sponsorship of StatPro.

Talks

• Slides of Ferdinando Ametrano's presentation, Yield curves for forward Euribor estimation and CSA-discounting, are available here [PDF].
• Slides of Marco Marchioro's presentation, Risk simulations for a bond in QuantLibXL, are available from the Conferences page on his site, http://www.marchioro.org/, along with the corresponding spreadsheet.
• A screencast of Luigi Ballabio's presentation, Code Arbitrage: or, how to get features for free in QuantLib, is available in two parts at https://vimeo.com/album/3082523/.
• The brochure of the forum (just a historical curiosity by now) is available [PDF].