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Introduction to QuantLib Development with Luigi Ballabio - London, November 14 - 16th, 2016 - http://bit.ly/QuantLib-2016

MoneyScience's Blog

Derivatives Analytics and Python with Yves Hilpisch

July 4, 2016 Comments (0)

Yves Hilpisch is the author of Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging out now from Wiley. Read a free sample chapter in our free e-Minibook here. To receive 30% off your own copy of this title enter our promo code MON30 when ordering direct from www.wiley.com
Jacob Bettany: Could you tell me a little bit about your background and how you came to be involved with Python?
 Yves Hilpisch: Yes, well the most important things are:...

Here at MoneyScience we are very sad to hear about the death of Professor Carl Chiarella yesterday

June 22, 2016 Comments (0)

RIP Carl Chiarella, who died yesterday and whose enormous contribution to the fields of finance and quantitative finance will be saddly missed.

Professor Chiarella's Bibliography - sourced from Google Scholar:

The dynamics of speculative behaviour
C Chiarella
Annals of operations research 37 (1), 101-123

1992

Heterogeneous beliefs, risk and learning in a simple asset pricing model
C Chiarella, XZ He
Computational Economics 19 (1), 95-132

2002

The dynamics of...

Professor Michael Dougan on the EU Referendum

June 21, 2016 Comments (0)

Professor of European Law at the University of Liverpool, Professor Dougan provides his viewpoint on the EU referendum, and discussed the facts and figures circulated by both the ‘Leave’ and ‘Remain’ campaigns.

New Dates: Introduction to QuantLib Development with Luigi Ballabio - Sept 19 - 21st, 2016

May 17, 2016

Read our interview with Luigi Ballabio about the origins of QuantLib, the plans for the future and a run-down on what to expect from this course.

"Luigi is a great instructor, very helpful and the most authoritative voice on the subject"
"The exercises were very good!"
"Thank you Luigi, it was a great course!"
"Contact with the instructor was excellent!"

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...

Joel Bessis on Risk Management in Banking

March 31, 2016 Comments (0)

Joel Bessis is the author of Risk Management in Banking, 4th Edition out now published by Wiley. To receive 30% off your own copy enter our promo code MON30 at the checkout when purchasing direct from www.wiley.com
Jacob Bettany: Could you tell us about your background?
Joel Bessis: I became interested in banking while working as an academic at HEC Paris, a major business school in France. I had plenty of contacts with banks and got a research budget to investigate risk in banking with...

Susanne Chishti and Janos Barberis on Crowdsourcing, Financial Technology and The FINTECH Book

March 24, 2016 Comments (0)

We spoke with Susanne Chishti and Janos Barberis, editors of The FINTECH Book the first crowd-sourced book on FinTech globally. Representing thought leaders across 20+ countries, it will be published by Wiley in April 2016.
Jacob Bettany: Could you tell me a little bit about your backgrounds and how you came to edit The FINTECH Book? Why do you feel the book is necessary?
Susanne Chishti: I came to London 20 years ago after having worked in the Silicon Valley for a FinTech company, although...

Daniel Lacalle Discusses the Flattening of the Energy World

March 14, 2016 Comments (0)

Daniel Lacalle is the author with Diego Parrilla of The Energy World is Flat: Opportunities from the End of Peak Oil out now published by Wiley. To receive 30% off your copy enter our promo code MON30 at the checkout when ordering direct from www.wiley.com
Jacob Bettany: Could you tell us a little bit about your background and how you came to write this book?
Daniel Lacalle: I started my professional experience in the oil sector after university in an integrated oil company. I worked in the...

Introduction to QuantLib Development Webinar Video with Luigi Ballabio

July 15, 2015 Comments (0)

 
This webinar, which took place on Monday 13th July 2015, provides a short introduction and overview of Luigi Ballabio's Introduction to QuantLib Development Training Course.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...

FX Option Performance - an interview with Jessica James

July 7, 2015 Comments (0)

Jessica James discusses her new book FX Option Performance. Her co-authors are Jonathan Fullwood and Peter Billington. To get 30% off your copy of this title, order now direct at wiley.com and enter our promo code MON30 at the checkout.
Jessica James is Co-Head of the FX Quantitative Solutions team at Commerzbank in London. She joined Commerzbank from Citigroup where she held a number of FX roles, latterly as Global Head of the Quantitative Investor Solutions Group. She is a Managing Editor...

Free Webinar - Luigi Ballabio on QuantLib Development - July 13th, 10am BST

July 3, 2015 Comments (0)

Sign Up here if you are interested in attending Luigi's 1-hour Webinar on QuantLib Development. The intention is to provide a forum where Luigi can outline the contents of his 3-day course and answer any questions about the program. The webinar will be held on Monday July 13th at 10am BST on Google Hangouts.
This Webinar is Now Full. Please sign up here if you are interested in attending a future event.
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