A Data Science Central Community
"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!"
April 24 - 28th, 2013, London, UK
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.
‘Early Bird’ Discount: 10% before Feb 28th, 2013
Group Discounts: 10% for 2 delegates, 20% for 3 or more delegates
+44 (0) 1275 795 823
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?
What do you receive?
The course price includes coffee, tea, lunch and refreshments.
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.