QuantLib User Meeting 2013The first QuantLib User Meeting was held in Düsseldorf on November 13th and 14th, 2013, thanks to the sponsorship of IKB, Quaternion and d-fine.
The slides for most talks are available:
- Luigi Ballabio's opening keynote;
- Michael von den Driesch's talk, QuantLib at IKB;
- Roland Lichters's talk, Cross Asset CVA Application;
- André Miemiec's talk, Pricing of Accreting Swaptions using QuantLib;
- Peter Caspers's talk, Markov Functional Model;
- Sarp Kaya Acar's talk, Inflation Modeling;
- Henning Segger's talk, (J)CIR(++) Hazard Rate Model;
- Martin Dietrich's talk, QuantLib Integration into Scala and Excel;
- Klaus Spanderen's talk, Beyond Simple Monte-Carlo: Parallel Computing with QuantLib;
- Sebastian Schlenkrich's talk, Design Patterns for Algorithmic Differentiation.