Monday, January 19, 2015

Quants Hub workshop available

Welcome back, and happy new year.

Just a short post with some news and self-promotion. The holiday season* didn't just bring a new QuantLib blog from Peter Caspers—whom you want to follow, trust me on this one—but also the publication online of the workshop I recorded for Quants Hub last October. It's now available for purchase from the Quants Hub site, under the title "A Look at QuantLib Usage and Development". It may be an option for those of you that can't attend my courses in London (because there's an ocean in the middle, for instance).

But I think I'll let the explanations to the guy below (he seems to know what he's talking about, even though he's got a funny accent). Click on the image to open the workshop page, read a description of the contents, and see the first 20 minutes or so of the recording.




* As to the actual bearer of these gifts, there are different opinions. If you asked around in Italy, the answer would be Santa or the baby Jesus or St. Lucia, depending on the region.

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