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Introduction to QuantLib Development
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.


Machine Learning for Option Pricing, Calibration and Hedging
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.


Jörg Kienitz

Jörg Kienitz
Partner at Quaternion Risk Management, Owner Finciraptor

Luigi Ballabio

Luigi Ballabio
Senior Quantitative Developer, StatPro Italia srl

Nikolai Nowaczyk

Nikolai Nowaczyk
Principal Consultant at AcadiaSoft

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