@QuantLib

A comprehensive free/open-source software framework for quantitative finance: modeling, trading, and risk management in real-life

quantlib.org
Joined December 2014
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#QLUM2016 Roland Lichters from @QuaternionRisk on Oper Risk Engine Applied: Dynamic Initial Margin and MVA (opensourcerisk.org/) – at Düsseldorf, Germany
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#QLUM2016 Olexander Khomenko from Ergo on Solvency II Regulation: How @QuantLib Can Help – at Düsseldorf, Germany
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#QLUM2016 the great Peter Caspers from @QuaternionRisk on their Open Source Risk Engine opensourcerisk.org based on @QuantLib – at Düsseldorf, Germany
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#QLUM2016 Klaus Spandaren on Collocating Local Volatility Model using @QuantLib – at Düsseldorf, Germany
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Joint work with Martin Dietrich – at Düsseldorf, Germany
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#QLUM2016 Pascal Haider on Market Models vs Replication Strategies in Incomplete Commodity Markets using @QuantLib – at Düsseldorf, Germany
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#QLUM2016 the great Eric Ehlers from @reposit_dot_ie on the future of Excel add-in, @QuantLib XL included – at Düsseldorf, Germany
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#QLUM2016 Andreas Pfadler from d-fine on Igniting @QuantLib on a Zeppelin – at Düsseldorf, Germany
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#QLUM2016 Nicholas Bertocchi from Banca IMI on @QuantLib Overnight Curve Calibration – at Düsseldorf, Germany
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#QLUM2016 Georg Schöchtel from d-fine on @QuantLib for Model Validation – at Düsseldorf, Germany
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#QLUM2016 Sebastian Schlenkrich from d-fine on Quasi-Gaussian Model in @QuantLib
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Calibration using Neural Networks by Andres Hernandez @QuantLib User Meeting #QLUM2016 – at City of London, London
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Modelling and backtesting framework for initial margin requirements by Daniel Aziz #QLUM2016 @QuantLib User Meeting – at City of London, London
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Alexander Sokol @compatibl on @QuantLib Adjoint and TapeLib: present, forthcoming, and future versions #QLUM2016 – at City of London, London
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Sebastian Schlenkrich d-fine on multi-curve convexity @QuantLib User Meeting #QLUM2016 – at City of London, London
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