qlum16dus.shtml

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title: QuantLib User Meeting 2016, Düsseldorf
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<h1 class="center">QuantLib User Meeting 2016, D&uuml;sseldorf</h1>

<p>The second QuantLib User Meeting of 2016 was held in
D&uuml;sseldorf on December 7th and 8th, 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>.<br>

<p>When available, you can get the slides for the talks by clicking on
their title.</p>

<h3>Wednesday, December 7th</h3>
<table>
  <tr><td>Sebastian Schlenkrich,
      <i><a href="/slides/qlum16d/schlenkrich.pdf">Quasi-Gaussian
      Model in QuantLib</a></i>.</td></tr>
  <tr><td>Georg Sch&ouml;chtel,
      <i><a href="/slides/qlum16d/schoechtel.pdf">QuantLib(XL) for
      Model Validation</a></i>.</td></tr>
  <tr><td>Andreas Pfadler,
      <i><a href="/slides/qlum16d/pfadler.pdf">Igniting QuantLib on a
      Zeppelin</a></i>.</td></tr>
  <tr><td>Nicholas Bertocchi,
      <i><a href="https://speakerdeck.com/nando1970/advanced-eonia-curve-calibration">Advanced
      EONIA Curve Calibration</a></i>. Paper available
      on <a href="https://ssrn.com/abstract=2881445">SSRN</a>.</td></tr>
  <tr><td>Eric Ehlers,
      <i><a href="/slides/qlum16d/ehlers.pdf">Reposit 1.10: Status
      Update</a></i>.</td></tr>
</table>

<h3>Thursday, December 8th</h3>
<table>
  <tr><td>Martin Dietrich and Pascal Heider,
      <i><a href="/slides/qlum16d/dietrich.pdf">Market Models vs
      Replication Strategies in Incomplete Commodity
      Markets</a></i>.</td></tr>
  <tr><td>Klaus Spanderen,
      <i><a href="/slides/qlum16d/spanderen.pdf">Collocating Local
      Volatility Model</a></i>.</td></tr>
  <tr><td>Peter Caspers,
      <i><a href="/slides/qlum16d/caspers.pdf">Open Source Risk Engine
      (ORE)</a></i>.</td></tr>
  <tr><td>Roland Lichters,
      <i><a href="/slides/qlum16d/lichters.pdf">ORE Applied: Dynamic
      Initial Margin and MVA</a></i>.</td></tr>
  <tr><td>Oleksandr Khomenko,
      <i><a href="/slides/qlum16d/khomenko.pdf">Solvency II
      Regulation: How QuantLib Can Help</a></i>.</td></tr>
</table>