Presented by Luigi Ballabio
Intensive and practical, 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.
Presented by 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 for modelling financial markets and focus on option pricing and calibration.
Partner at Quaternion Risk Management, Owner Finciraptor
Senior Quantitative Developer, StatPro Italia srl
Principal Consultant at AcadiaSoft
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