QuantLib User Meeting 2014
The QuantLib User Meeting 2014 was held in Düsseldorf on December 4th and 5th, thanks to the sponsorship of IKB.
![group photo](/images/qlws14.png)
The slides for the talks are available by clicking on their title.
Thursday, December 4th
Ferdinando Ametrano, Open Source Finance: QuantLib, OpenGamma, and Bitcoin (Keynote) |
Roland Lichters, American Monte Carlo for Bermudan CVA |
Michael von der Driesch and Matthias Groncki, ECB calls for lighter treatment of high-quality ABS. How QuantLib might help? (with the accompanying IPython notebook) |
Dirk Eddelbuettel, QuantLib, R and Rcpp |
Sebastian Schlenkrich, Choosing the Right Spread |
Peter Caspers, QuantLib Erlkönige - A walk through some recent contributions |
Friday, December 5th
Daniel Duffy, A PDE/FDM Software Framework in C++11 based on the Layers Software Pattern |
Paolo Mazzocchi, Overnight Jumps and Proper Euribor Forwarding |
Bernd Lewerenz, A new pricing engine for arithmetic average price options |
Eric Ehlers, The Reposit Project: An Improved Solution For Autogenerating QuantLibXL Source Code |
Klaus Spanderen and Johannes Göttker-Schnetmann, Towards a Stochastic Local Volatility Calibration in QuantLib |
André Miemiec, Pricing CMS-Spread Options with QuantLib |