From time to time, I teach an Introduction to QuantLib Development course in London based on the contents of my book and organized by MoneyScience. It’s an intensive three-day course in which I explain the architecture of the library and guide attendees through exercises that let them build new financial instruments based on the frameworks I describe. Here are a few quotes from the LinkedIn recommendations I received:
“I´ve been looking to investigate QuantLib for a long time, but the library is big and growing. The course Introduction to QuantLib by Luigi was the best entry point.”
“I have had the chance to attend a 3-day course on QuantLib development by Luigi in London, in 2014. He took us through the basics of QuantLib […] and then to more advanced topics. […] I highly recommend his trainings. […] His teaching is entertaining and challenging at the same time, with a very good mix of presentations, discussions and exercises (some of which are really tough, so better come prepared!)”
“I had the pleasure to invite Luigi over for an in-house training on the C++ pricing library QuantLib. In only two days he taught us a lot about the design, how to work with the library and how to extend it.”
If you want to be informed of the next time this happens, give me a shout at email@example.com. Please write even if London doesn’t work well for you; we’re thinking of organizing it elsewhere, and the feedback would be extremely useful.
As you read above, I’ve also done a few in-house trainings (which make more economic sense for a developer team) as well as university lectures; again, email me if you’re interested.
More information? Glad you asked. Here is a Google Hangout I’ve recorded with MoneyScience’s Jacob Bettany in which we talk about the course. Enjoy.