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