Web Analytics

Jump to navigation

Quants Hub
  • Register
  • Login
  • Cart(0)
  • Twitter
  • LinkedIn
  • Home
    • FAQ
    • Browsers & Tablets
    • Contact
    • CPD Certification Service
    • GDPR
    • Hub Rules
  • Courses
    • Machine Learning, AI & Data Science
      • Python for Data Science and Artificial Intelligence by Paul Bilokon
      • Big Data, High-Frequency Data, and Machine Learning with kdb+/q by Jan Novotny & Paul Bilokon
      • Data Science for Finance: Quantitative Trading Strategies by Nick Firoozye
      • Data Science for Finance: Algorithmic Trading Strategies by Nick Firoozye
    • Programming Languages
      • A Look at QuantLib Usage and Development by Luigi Ballabio
      • Python for Finance by Yves J. Hilpisch
      • Advanced C++ Design and Implementation in Quantitative Finance by Nick Webber
      • F# and Functional Programming in Finance by Tomas Petricek
      • Matlab – An Introduction for Financial Applications with Jörg Kienitz
      • Mathematica / UnRisk by Michael Aichinger
      • R in Finance by Joris Meys
      • Algorithmic Differentiation (AD) for Computational Finance: Introduction by Uwe Naumann
    • Fundamental Review of the Trading Book
      • Fundamental Review of the Trading Book by Christian Schmaltz
    • Interest Rate Modelling
      • Advanced Interest Rate Modelling (Part 1) by Pat Hagan
      • Advanced Interest Rate Modelling (Part 2) by Pat Hagan
      • Modern Interest Rates with Collateral, Funding and Credit Risk (Part 1) by Marco Bianchetti
      • Modern Interest Rate Modelling with Collateral, Funding and Credit (Part 2) by Massimo Morini
      • ADI Schemes for Pricing Options under the Heston model by Karel in't Hout
      • Pricing Options via Fourier Inversion & Simulation of Stochastic Volatility Models by Roger Lord
    • Risk Management
      • Theory and Practice for the Simulation of Credit Risk by Norddine Bennani
      • Liquidity Risk Management (Part 1) by Antonio Castagna & Francesco Fede
      • Liquidity Risk Management (Part 2) by Antonio Castagna
      • Bank ALCO Governance and Process Best-Practice by Moorad Choudhry
      • Bank Internal Funds Transfer Pricing and Asset-Liability Management by Moorad Choudhry
      • Bank Liquidity Risk Management by Moorad Choudhry
      • Bank Strategic Asset-Liability Management by Moorad Choudhry
      • Managing Bank Treasury and ALM during the Coronavirus Stress Impact by Professor Moorad Choudhry
    • Fintech
      • Bitcoin: the Distributed Public Ledger Revolution and the Future of Money by Ferdinando M. Ametrano
      • QuanTech Conference Videos
    • XVA & Counterparty Risk
      • XVA Master Class by Massimo Morini
      • Theory and Practice for the FVA by Alexander Antonov
      • Counterparty Risk and Funding: A Tale of Two Puzzles by Stéphane Crépey & Tomasz R. Bielecki
      • Counterparty Risk and Funding (Part 1) by Stéphane Crépey
      • Counterparty Risk and Funding (Part 2) by Stéphane Crépey
      • Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA and FVA by Luis Manuel García Muñoz
      • Valuation Adjustments: Pricing and Risk by Andrea Prampolini
      • Collateral Optimization in Light of Credit Risk Regulation and Clearing by Dmitry Pugachevsky
      • Counterparty Risk, CVA and Basel III by Harvey Stein
      • Long Term Portfolio Simulation for CVA, Funding, Limits, and Capital by Alexander Sokol
    • Inflation Modelling
      • Understanding Inflation and Inflation-Linked Products by Brice Benaben
    • Equity Modelling
      • Advanced Equity Derivatives (Part 1) by Oliver Brockhaus
      • Advanced Equity Derivatives (Part 2) by Oliver Brockhaus
    • Monte Carlo
      • Monte Carlo Simulation in Finance (Part 1) by Jörg Kienitz
      • Monte Carlo Simulation in Finance (Part 2) by Jörg Kienitz
    • Contingent Convertibles
      • Contingent Capital Explained (Part 1) by Wim Schoutens
      • Contingent Capital Explained (Part 2) by Jan De Spiegeleer
      • Learning Tracks
  • Conferences
    • The 3rd ESG & Climate Risk in Quantitative Finance Conference, 10th-12th May 2022
    • The 17th Quantitative Finance Conference, 17th-19th November 2021
    • The 4th Interest Rate Reform (Ibor Transition) Conference, 19th - 21st October 2021
    • The 2nd ESG & Climate Risk in Quantitative Finance Conference, 5th-7th October 2021
    • The Quantitative Finance Conference - Spring Edition, 22nd – 30th March 2021
    • ESG & Climate Risk in Quantitative Finance Conference, 15th – 19th March 2021
    • The 3rd Interest Rate Reform (Ibor Transition) Conference, 22nd – 26th February 2021
    • The 16th Quantitative Finance Conference, 16th – 20th November 2020
    • The 3rd Women in Quantitative Finance Conference, 2nd – 6th November 2020
    • The 2nd Interest Rate Reform (Ibor Transition) Conference, 13th - 17th July 2020
    • The 4th Women in Quantitative Finance Conference, 14th - 18th June 2021
  • Certificates
    • The Machine Learning Institute Certificate in Finance (MLI), Starts 18th April
      • MLI Sample Lectures
    • The BTRM Certificate of Bank Treasury Risk Management (BTRM), Starts 12th April
      • BTRM Alumnus Interview - Periklis Thivaios
      • BTRM Information Session - Moorad Choudhry
    • The Artificial Intelligence Finance Institute (AIFI) Summer Bootcamp: Starts February 13th
      • AIFI Information Session
    • The Quantitative Developer Certificate (QDC), Starts 20th April
      • Information Sessions
  • Webinars
  • Subscriptions

Programming Languages

Programming Languages

  • A Look at QuantLib Usage and Development by Luigi Ballabio
  • Python for Finance by Yves J. Hilpisch
  • Advanced C++ Design and Implementation in Quantitative Finance by Nick Webber
  • F# and Functional Programming in Finance by Tomas Petricek
  • Matlab – An Introduction for Financial Applications with Jörg Kienitz
  • Mathematica / UnRisk by Michael Aichinger
  • R in Finance by Joris Meys
  • Algorithmic Differentiation (AD) for Computational Finance: Introduction by Uwe Naumann
  • About us
  • Contact us
  • Privacy Policy
  • Terms and Conditions

World Business Strategies Limited © 2022

educating the Global Quantitative Finance Community since 2013