"An intensive, practical 3-day course for financial market participants."
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 add-in. What do you learn: - The overall design of the QuantLib library - The rationale of its design and implementation - The correct use of the main classes in the library - The design and use of some of its framework, such as the tree and Monte Carlo frameworks.
Timings8:30 AM - 5:00 PM (Dec 02 - Dec 03) (Business)
9:00 AM - 4:00 PM (Dec 04) (Business)
Entry FeesCheck Official Website
Category & TypeConference
Banking & Finance
IT & Technology
Editions02 - 04 Dec 2019
Next edition likely in Dec 2020
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