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
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.
Event Notices
Finance Focus
