QuantLib User Meeting 2016, Düsseldorf

The second QuantLib User Meeting of 2016 was held in Düsseldorf on December 7th and 8th, thanks to the sponsorship of IKB, Quaternion and d-fine.

When available, you can get the slides for the talks by clicking on their title.

Wednesday, December 7th

Sebastian Schlenkrich, Quasi-Gaussian Model in QuantLib.
Georg Schöchtel, QuantLib(XL) for Model Validation.
Andreas Pfadler, Igniting QuantLib on a Zeppelin.
Nicholas Bertocchi, Advanced EONIA Curve Calibration. Paper available on SSRN.
Eric Ehlers, Reposit 1.10: Status Update.

Thursday, December 8th

Martin Dietrich and Pascal Heider, Market Models vs Replication Strategies in Incomplete Commodity Markets.
Klaus Spanderen, Collocating Local Volatility Model.
Peter Caspers, Open Source Risk Engine (ORE).
Roland Lichters, ORE Applied: Dynamic Initial Margin and MVA.
Oleksandr Khomenko, Solvency II Regulation: How QuantLib Can Help.