Monday, June 9, 2014

QuantLib notebook: random numbers

Hello everybody.

This week, a screencast of another IPython notebook (like the one I showed a few weeks ago). Since I'm about to tackle path generation in the next posts, I thought I'd make a couple of points first about random numbers and dimensionality. Set the thing to full screen and enjoy.

I have a few more screencasts planned, so I'm turning them into a series (with a channel page on Vimeo and everything). Also, I'm thinking about publishing the transcripts as an ebook: if you're interested, check this page on Leanpub and leave your feedback.

Finally, there are still places available for my Introduction to QuantLib development course—that is, the course that I'll teach in London based on the contents of my book. It's three days (September 22nd to 24th) half of which is me explaining the architecture of the library and the other half is you doing exercises on your laptop. The experience is rather intense, I'm told.

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