QuantLib User Meeting 2017
The QuantLib User Meeting 2017 was held in Düsseldorf on November 30th, thanks to the sponsorship of IKB, Quaternion and d-fine.
The slides for the talks are available by clicking on their title.
|Luigi Ballabio, How is QuantLib doing?|
|Sebastian Schlenkrich, Structured Payoff Scripting in QuantLib|
|Roland Lichters, Open Source Risk Engine: Update and Outlook|
|Peter Caspers, Cash Settled Swaption Pricing|
|Bernd Lewerenz, Uncertain Volatility Model: solving the Black Scholes Barenblatt Equation with the method of lines|
|Werner Kürzinger, Aspects of Pricing Irregular Swaptions with QuantLib|
|Andres Hernandez, Model Calibration with Neural Networks|
|Ioannis Rigopoulos, Deriscope: The Object Oriented way to access QuantLib in Excel|
|Vasily Nekrasov, Popularizing QuantLib among students: past experience and future perspectives|