qlws13.shtml

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title: QuantLib User Meeting 2013
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<h1 class="center" id="qlws14">QuantLib User Meeting 2013</h1>

The first QuantLib User Meeting was held
in D&uuml;sseldorf on November 13th and 14th, 2013, 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>

The slides for most talks are available:

<ul>
<li><strong>Luigi Ballabio</strong>'s
<a href="https://vimeo.com/lballabio/qlws13">opening keynote</a>;
</li>
<li><strong>Michael von den Driesch</strong>'s talk,
<a href="slides/qlws13/von-den-driesch.pdf">
<em>QuantLib at IKB</em></a>;
</li>
<li><strong>Roland Lichters</strong>'s talk,
<a href="slides/qlws13/lichters.pdf">
<em>Cross Asset CVA Application</em></a>;
</li>
<li><strong>Andr&eacute; Miemiec</strong>'s talk,
<a href="slides/qlws13/miemiec.pdf">
<em>Pricing of Accreting Swaptions using QuantLib</em></a>;
</li>
<li><strong>Peter Caspers</strong>'s talk,
<a href="slides/qlws13/caspers.pdf">
<em>Markov Functional Model</em></a>;
</li>
<li><strong>Sarp Kaya Acar</strong>'s talk,
<a href="slides/qlws13/acar.pdf">
<em>Inflation Modeling</em></a>;
</li>
<li><strong>Henning Segger</strong>'s talk,
<a href="slides/qlws13/segger.pdf">
<em>(J)CIR(++) Hazard Rate Model</em></a>;
</li>
<li><strong>Martin Dietrich</strong>'s talk,
<a href="slides/qlws13/dietrich.pdf">
<em>QuantLib Integration into Scala and Excel</em></a>;
</li>
<li><strong>Klaus Spanderen</strong>'s talk,
<a href="slides/qlws13/spanderen.pdf">
<em>Beyond Simple Monte-Carlo: Parallel Computing with QuantLib</em></a>;
</li>
<li><strong>Sebastian Schlenkrich</strong>'s talk,
<a href="slides/qlws13/schlenkrich.pdf">
<em>Design Patterns for Algorithmic Differentiation</em></a>.
</li>
</ul>