CppCast

QuantLib

4 snips
Jul 12, 2024
Guest
Luigi Ballabio
Luigi Ballabio, co-founder of QuantLib, discusses the transition from nuclear physics to finance, updates from the recent WG 21 meeting, challenges in code design, and utilizing graph theory concepts in finance with QuantLib.
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Episode notes
1
Intro
00:00 • 2min
2
Exploring Luigi Bellabio's Background and Work in Quantitative Finance
01:39 • 2min
3
Transition from Nuclear Physics to Finance in Italy and Updates on Recent WG 21 Meeting
03:53 • 9min
4
Exploring QuantLib: A Quant Library in Finance
13:09 • 9min
5
Evolution and Modernization of C++ Code in Quant Library Project
21:46 • 9min
6
Challenges and Reflections on Code Design in Quantlib
31:15 • 11min
7
Application of Graph Theory Concepts in Finance with QuantLib
42:14 • 19min