QuantLib Forum
18 January 2011, London
QuantLib in cooperation with StatPro would like to celebrate 10
years of success with our users at a free to attend forum in
London.
Join us and listen to exciting speeches by the QuantLib
founders, network with peers and hear the latest
developments.
See complete QuantLib
Forum program
Speaker list
Download
Forum Brochure
QuantLib – Secret because it's open!
QuantLib is an open
source product that is the most widely used Pricing Library in the
world. Last year this product was downloaded 15000 times yet
it has never advertised itself. It has become popular
because it is good, more than good, the best in the opinion of many
people and so its popularity is entirely based on its quality and a
grassroots active participation by leading "Quants" all over the
world, many of whom work for some of the largest investment banks
in the world.
The story of QuantLib is worth telling: In 2000, Dario Cintioli
left his lucrative job with a large investment bank to become an
entrepreneur and founded StatPro Italia*, a risk
management business in Milan. The original team of Quants
assembled by Dario consisted of Ferdinando Ametrano, Luigi
Ballabio, Adolfo Benin and Marco Marchioro. All of them had written
option pricing code before and now had to do it again and they
thought it would make sense to make this basic toolkit for Quants
open source and standardized so other quants could use it, help
maintain it and contribute to it.
Ferdinando launched the idea of creating an open-source site and
Dario (unusually for a CEO) decided that making it open source
would ultimately be better than keeping the IP exclusively for his
new business and that if you give you will receive. As a result
StatPro Italia contributed its entire pricing library to Quantlib
in November 2000.
The result has been astounding. Over the last ten years the
usage of QuantLib has grown and grown to make it the most used
financial library in the world. Now, StatPro, the QuantLib founders
and the people who have contributed to its success would like to
celebrate the first ten years of QuantLib and invite you to join us
for the first QuantLib Forum in London.
More to come...
Is London not convenient for you? We are looking into
organising further QuantLib Forums.
Please let us know where you would like to see us hold the next
event.
Send us your suggestions.
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*originally called Riskmap srl