Monday, October 13, 2014

Announcement: QuantLib user meeting 2014

Hello.

There's two good news in this post.

The first is that, after preparing and recording about 6 hours of QuantLib content for Quants Hub, I'm back to regular sleep hours.


The video will be available for purchase from the Quants Hub site once it's been edited. I'll keep you posted.

The second is that, thanks to the sponsorship of IKB, we'll have a second QuantLib user group meeting in Dusseldorf on December 4th and 5th. The first was great: you can go and read about it in a couple of my old posts (here is a summary, and here is a screencast of my talk). Even better news: the registration is free and still open. More information is at this page on the QuantLib site. I'll be there, listening to the many excellent speakers.

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Wednesday, October 1, 2014

QuantLib notebook: implied term structures

Hello everybody.

As I said in my previous post, I'm preparing for a workshop I'll be giving for Quants Hub (it's in London, October 8th, thanks for asking. Yes, you can still register.) This doesn't leave me any time for posting new book content, but since I'm rehearsing the material I thought I might as well record some of it. Thus, here is the third QuantLib notebook; this one is about implied term structures, and acknowledgments go to quant.stackexchange.com user Lisa Ann, who prompted it with her question.

In other news: remember last year's QuantLib User Meeting in Düsseldorf? We're having another in December. More details to come.

Ok, here's the video. Make it full screen, sit back, and enjoy.



(The video is also available on Vimeo.)

Follow me on Twitter if you want to be notified of new posts, or add me to your circles, or subscribe via RSS: the widgets for that are in the sidebar, at the top right of the page. Also, make sure to check my Training page.

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