qlum17.shtml

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title: QuantLib User Meeting 2017
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<h1 class="center">QuantLib User Meeting 2017</h1>

<p>The QuantLib User Meeting 2017 was held in D&uuml;sseldorf on
November 30th, thanks to the sponsorship of
<a href="http://www.ikb.de/">IKB</a>,
<a href="http://www.quaternionrisk.com/">Quaternion</a> and
<a href="http://www.d-fine.com/">d-fine</a>.</p>

<p>The slides for the talks are available by clicking on
their title.</p>

<table>
  <tr><td>Luigi Ballabio,
          <i><a href="https://youtu.be/hft9yh3gftM">
          How is QuantLib doing?</a></i></td></tr>
  <tr><td>Sebastian Schlenkrich,
          <i><a href="/slides/qlum17/schlenkrich.pdf">
          Structured Payoff Scripting in QuantLib</i></td></tr>
  <tr><td>Roland Lichters,
          <i><a href="/slides/qlum17/lichters.pdf">
          Open Source Risk Engine: Update and Outlook</a></i></td></tr>
  <tr><td>Peter Caspers,
          <i><a href="/slides/qlum17/caspers.pdf">
          Cash Settled Swaption Pricing</a></i></td></tr>
  <tr><td>Bernd Lewerenz,
          <i><a href="/slides/qlum17/lewerenz.pdf">
          Uncertain Volatility Model: solving the Black Scholes
          Barenblatt Equation with the method of
          lines</a></i></td></tr>
  <tr><td>Werner K&uuml;rzinger,
          <i><a href="/slides/qlum17/kuerzinger.pdf">
          Aspects of Pricing Irregular Swaptions with
          QuantLib</a></i></td></tr>
  <tr><td>Andres Hernandez,
          <i><a href="/slides/qlum17/hernandez.pdf">
           Model Calibration with Neural Networks</a></i></td></tr>
  <tr><td>Ioannis Rigopoulos,
          <i><a href="/slides/qlum17/rigopoulos.pdf">
          Deriscope: The Object Oriented way to access QuantLib in
          Excel</a></i></td></tr>
  <tr><td>Vasily Nekrasov,
          <i><a href="/slides/qlum17/nekrasov.pdf">
          Popularizing QuantLib among students: past experience and
          future perspectives</a></i></td></tr>
</table>