Introduction to QuantLib Development with Luigi Ballabio
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.
Machine Learning for Option Pricing, Calibration and Hedging with Jörg Kienitz and Nikolai Nowaczyk
The goal of this two-day workshop is to provide a detailed overview of machine learning techniques applied for finance. We offer insights into the latest techniques of using such techniques for modelling financial markets where we focus on pricing and calibration.