Webinar: Luigi Ballabio: A Short Introduction to QuantLib
Webinar
Wednesday, September 23, 2020 - 06:30 PM
Until: Wednesday, September 23, 2020 - 08:30 PM
(Adjusted for timezone: Europe/London)
Categories
PLEASE NOTE THAT THIS WEBINAR WILL START ON WEDNESDAY, 23 SEPTEMBER, 2020, AT 6:30 PM ***BST (LONDON TIME)*** (1.30 PM ***EDT (NEW YORK TIME)***)
TITLE: A Short Introduction to QuantLib
ABSTRACT
QuantLib is an open-source library for quantitative finance. Now in its twentieth year, it is known and used by numerous practitioners and firms. However, it might be difficult to start using the library, since its architecture needs to be understood in order to use it to one's advantage. In this talk, I will describe and motivate the core design of QuantLib through a few live examples of its usage.
BIOGRAPHIES
Luigi Ballabio is Head of Quantitative Development at the Milan office of Confluence Technologies. He is a co-founder, lead developer and administrator of QuantLib, an open-source project aimed at providing a comprehensive software framework for quantitative finance; well-known and appreciated among practitioners, the project is now in its twentieth year.
Luigi holds a Ph.D. in applied nuclear physics from the University of Uppsala, Sweden. In his hometown near Milan, though, he is best known for playing the baritone saxophone in the local concert band, which puts all of the above in a refreshing perspective.
He lives in Milan with his wife and four children, can be found on the web at www.implementingquantlib.com, and is available for on-site or remote training.
For more information, visit https://www.meetup.com/thalesians/events/273302598/
TITLE: A Short Introduction to QuantLib
ABSTRACT
QuantLib is an open-source library for quantitative finance. Now in its twentieth year, it is known and used by numerous practitioners and firms. However, it might be difficult to start using the library, since its architecture needs to be understood in order to use it to one's advantage. In this talk, I will describe and motivate the core design of QuantLib through a few live examples of its usage.
BIOGRAPHIES
Luigi Ballabio is Head of Quantitative Development at the Milan office of Confluence Technologies. He is a co-founder, lead developer and administrator of QuantLib, an open-source project aimed at providing a comprehensive software framework for quantitative finance; well-known and appreciated among practitioners, the project is now in its twentieth year.
Luigi holds a Ph.D. in applied nuclear physics from the University of Uppsala, Sweden. In his hometown near Milan, though, he is best known for playing the baritone saxophone in the local concert band, which puts all of the above in a refreshing perspective.
He lives in Milan with his wife and four children, can be found on the web at www.implementingquantlib.com, and is available for on-site or remote training.
For more information, visit https://www.meetup.com/thalesians/events/273302598/