QuantLib Forum 2011
The first QuantLib forum was held in London on
January 18th, 2011, thanks to the sponsorship
- 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
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
- The brochure of the forum (just a historical curiosity by now) is