qlforum11.shtml

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title: QuantLib Forum 2011
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<h1 class="center" id="qlws14">QuantLib Forum 2011</h1>

The first QuantLib forum was held in London on
January 18th, 2011, thanks to the sponsorship
of <a href="http://www.statpro.com/">StatPro</a>.<br>

<h2 class="center">Talks</h2>

<ul>
<li>Slides of <strong>Ferdinando Ametrano</strong>'s
presentation, <em>Yield curves for forward Euribor estimation and
CSA-discounting</em>, are available here [<a href=
"slides/rate-curves.pdf">PDF</a>].
</li>
<li>Slides of <strong>Marco Marchioro</strong>'s
presentation, <em>Risk simulations for a bond in QuantLibXL</em>, are
available from the <em>Conferences</em> page on his
site, <a href="http://www.marchioro.org/">http://www.marchioro.org/</a>,
along with the corresponding spreadsheet.
</li>
<li>A screencast of <strong>Luigi Ballabio</strong>'s
presentation, <em>Code Arbitrage: or, how to get features for free in
QuantLib</em>, is available in two parts
at <a href="https://vimeo.com/album/3082523/">https://vimeo.com/album/3082523/</a>.
</li>
<li>The brochure of the forum (just a historical curiosity by now) is
available [<a href= "press/first-quantlib-forum.pdf">PDF</a>].
</li>
</ul>