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FINANCE-AND-PHYSICS  February 2013

FINANCE-AND-PHYSICS February 2013

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Subject:

MoneyScience Financial Training - Introduction to QuantLib Development with Luigi Ballabio

From:

Jacob Bettany <[log in to unmask]>

Reply-To:

Jacob Bettany <[log in to unmask]>

Date:

Wed, 20 Feb 2013 11:41:15 +0000

Content-Type:

text/plain

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text/plain (49 lines)

April 24 - 26th, 2013 - London
3 days - £1700 exc VAT

The goal of this three-day intensive hands-on course is to take a bird-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 addin.

This is a practical course for financial market participants.

Download Brochure & Booking Form here: http://www.moneyscience.com/mod/file/download.php?file_guid=454701

‘Early Bird’ Discount: 10% before Feb 28th, 2013

Group Discounts: 10% for 2 delegates, 20% for 3 or more delegates

About the speaker

Luigi Ballabio is senior quantitative developer at StatPro Italia srl, part of StatPro Ltd. He's one of the founders, administrators and lead developers of the QuantLib project. He holds a Ph.D. In Applied Nuclear Physics from the University of Uppsala.

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

What do you receive?

The course price includes coffee, tea, lunch and refreshments.

Prerequisites

We assume that the student has experience of modern C++ and finance. The most advanced C++ features used in the library will be covered, if necessary.

Who should attend?

Quant developers writing or maintaining pricing code and wanting to fit it into the QuantLib framework.

Further Information: http://www.moneyscience.com/pg/events/Admin/read/454698/moneyscience-financial-training-introduction-to-quantlib-development-with-luigi-ballabio

Enquiries

Jacob Bettany
[log in to unmask]
+44 (0) 1275 795 823

P.S. You might be interested in my recent interview with Dr Greg B. Davies, who first set up and now runs Barclays Bank Behavioural Finance unit, the first such unit in a major bank. Rather like Richard Peterson, the subject of a previous interview, Dr Davies approaches his subject from a truly interdisciplinary perspective. Prior to his work with Barclays, he studied economics, philosophy and finance at the University of Cape Town before completing a Masters Degree in Economics at Cambridge where he also received a PhD in Decision Theory and Behavioural Finance. Besides acting as a consultant on cognitive psychology, behavioural economics, behavioural finance, and decision science, he has lectured in Decision Science at the London School of Economics, was an Honarary Research Fellow at University College London and is presently an Associate Fellow at Said Business School at Oxford University.

Dr Davies is also the author, with Arnaud de Servigny, of the 2012 book. Behavioral Investment Management: An Efficient Alternative to Modern Portfolio Theory published by McGraw-Hill.

http://www.moneyscience.com/pg/blog/Admin/read/460578/behavioural-finance-at-barclays-an-interview-with-greg-b-davies

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