qlum16london.shtml

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layout: default
title: QuantLib User Meeting 2016, London
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<h1 class="center">QuantLib User Meeting 2016, London</h1>

<p>The first QuantLib User Meeting of 2016 was held in London on
July 12th, thanks to the sponsorship of
<a href="https://www.quaternion.com/">Quaternion</a>.</p>

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

<table>
  <tr><td>Ferdinando Ametrano and Luigi Ballabio,
          <i><a href="https://speakerdeck.com/nando1970/the-abcd-of-interest-rate-basis-spreads">
          The abcd of Interest Rate Basis Spreads</a></i></td></tr>
  <tr><td>Peter Caspers, Niall O'Sullivan and Roland Lichters,
          <i><a href="/slides/qlum16l/openriskengine.pdf">
          Open Risk Engine</a></i></td></tr>
  <tr><td>Eric Ehlers,
          <i><a href="/slides/qlum16l/ehlers.pdf">
          Reposit 1.8 and the Future of Spreadsheet Addins</a></i></td></tr>
  <tr><td>Sebastian Schlenkrich,
          <i><a href="/slides/qlum16l/schlenkrich.pdf">
          Multi-Curve Convexity</a></i></td></tr>
  <tr><td>Alexander Sokol,
          <i><a href="/slides/qlum16l/sokol.pdf">
          QuantLibAdjoint News</a></i></td></tr>
  <tr><td>Daniel Aziz,
          <i>A sound modelling and backtesting framework for
             forecasting initial margin requirements</i>
          (based on <a href="http://ssrn.com/abstract=2716279">
          http://ssrn.com/abstract=2716279</a>)</td></tr>
  <tr><td>Andres Hernandez,
          <i><a href="/slides/qlum16l/hernandez.pdf">
          Calibration using Neural Networks</a></i></td></tr>
</table>