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Introduction to QuantLib Development with Luigi Ballabio

Start date

End date

September 22, 2014 September 24, 2014

Where

London, United Kingdom [Map it]

Event price

£1900 + VAT. Early bird and group discounts available.

Details

 

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 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 intensive course for financial market participants.

Download Brochure & Booking Form

Group Discounts: 15% for 2 delegates, 20% for 3 or more delegates. Book before May 31st for a 15% earlybird discount.

About the speaker

Luigi Ballabio is senior quantitative developer at StatPro Italia srl, part of StatPro Ltd. He's one of the founders, administrators and lead developers of the QuantLib project. He holds a Ph.D. In Applied Nuclear Physics from the University of Uppsala.

What do you learn?

  • The overall design of the QuantLib library
  • The rationale of its design and implementation
  • The correct use of the main classes in the library
  • The design and use of some of its framework, such as the tree and Monte Carlo frameworks

What do you receive?

The course price includes coffee, tea, lunch and refreshments.

Prerequisites

We assume that the student has experience of modern C++ and finance. The most advanced C++ features used in the library will be covered, if necessary.

Who should attend?

Quant developers writing or maintaining pricing code and wanting to fit it into the QuantLib framework.

The course is strictly limited to 8 participants. There will be an opportunity to socialise with other course participants at the end of the first day with an informal drinks gathering. The course and all materials will be delivered in English.

Enquiries

Jacob Bettany
jacob@moneyscience.com
+44 (0) 1275 795 823