Introduction to QuantLib in Python (The Course)

Introduction to QuantLib in Python

Course Info

This course includes 1 attempt.

This course is aimed at people that intend to use QuantLib in Python, but need to be brought up to speed with its idiomatic usage and what it's possible to build upon its basic facilities.

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Course Material

    Instructors

      • Luigi Ballabio is Head of Quantitative Development at the Milan office of Confluence Technologies, Inc. He has worked there since 2000, and focuses on the development of the pricing algorithms and models at the core of its products.

        He is a co-founder, lead developer and administrator of QuantLib, an open-source project aiming at providing a comprehensive software framework for quantitative finance. Well-known and appreciated among practitioners, the project started in late 2000 and reached a major milestone in February 2010 with the release of QuantLib 1.0; it has now released version 1.19, and will probably be beyond that by the time you read this.

        Luigi holds a Ph.D. in applied nuclear physics from the University of Uppsala, Sweden. In his hometown near Milan, though, he is best known for playing the baritone saxophone in the local concert band—a fact that puts all of the above in a refreshing perspective.

        He lives in Milan with his wife and four children.

        He can be found at https://www.implementingquantlib.com and is available for training on-site (in Europe and UK) or remote (anywhere).

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