Remember me

Register  |   Lost password?

 

Our popular course Introduction to QuantLib Development will be taking place June 18-20th, 2018.

 

Documents

Financial Training - Introduction to QuantLib Development with Luigi Ballabio Brochure - September 2018

The goal of this three-day intensive hands-on course is to take a birds-eye look at the design of the QuantLib library as well as its rationale, to examine its implementation, and thus to learn how one's own code can be fitted on top of QuantLib to reuse and benefit from provided functionality. The course will focus on QuantLib proper, i.e., on the C++ library and won't cover extensions such as the Excel addin.

This is a practical course for financial market participants.

GPUs, Monte Carlo Simulation and Kooderive with Professor Mark Joshi

DOWNLOAD REGISTRATION FORM HERE.

A case study of how to obtain 140 times speed-ups over C++ code for your Monte Carlo pricing models using the open source project Kooderive and a Tesla K20 graphics card.

This is a practical course for Financial Market Participants.

GPUs promise much in terms of raw computing power. The challenge lies in how to harness that power for computing derivatives prices. In this intensive 3-day course, we teach how to use the Kooderive code to develop millions of Monte Carlo paths for realistic complex cases in seconds. In particular, we look at how to implement the LIBOR market model and least-squares regression in a flexible efficient manner. The course demonstrates optimal design choices and how to achieve maximum performance from the GPU, while describing how these choices are expressed in the Kooderive code. At the end of the course, delegates will be familiar with the workings of Kooderive and be in a position to adapt it to their own ends.

Visit the Event Homepage

StratexSystems announces impressive client wins in the first half of the year for its Enterprise Risk Management Solution

London, UK. July 5th, 2013 – StratexSystems announced today that it has seen a significant increase in the number of clients in the first half of 2013. Included within their recent client wins are two of Europe’s largest Central Banks/Financial Services regulators, one of the largest global asset management firms, six insurance companies as well as a FTSE100 defence company. Additionally, a number of organisations are piloting the StratexPoint solution, including their first firm in the water industry, whom has recently completed a pilot deployment with positive results.

 

Download the PDF version HERE

Introduction to QuantLib Development with Luigi Ballabio - September - 2-4 2013 - Brochure

The goal of this three-day intensive hands-on course is to take a bird-eye look at the design of the QuantLib library as well as its rationale, to examine its implementation, and thus to learn how one's own code can be fitted on top of QuantLib to reuse and benefit from provided functionality.  The course will focus on QuantLib proper, i.e., on the C++ library and won't cover extensions such as the Excel addin. 

This is a practical course for financial market participants.

Introduction to QuantLib Development with Luigi Ballabio - March 24 - 26th, 2014 - Brochure

The goal of this three-day intensive hands-on course is to take a bird-eye look at the design of the QuantLib library as well as its rationale, to examine its implementation, and thus to learn how one's own code can be fitted on top of QuantLib to reuse and benefit from provided functionality. The course will focus on QuantLib proper, i.e., on the C++ library and won't cover extensions such as the Excel addin.

This is a practical course for financial market participants.

Further Information