Next meeting: Paradise, a DSEL for derivatives pricing

June 9, 2008 on 7:42 pm | By ganesh | In |

The next meeting of the London Haskell User Group will be on Wednesday 25th June from 6:30PM at City University. Lennart Augustsson from Credit Suisse will be talking about his work there:

Creating a new pricing model for a financial derivative model consists of plumbing together generic low level analytics and creating a user friendly interface for the model.

The low level analytics is typically written in C++ and the user interface is often Excel.

We have developed a domain specific embedded language in Haskell for creating pricing models.

The programmer of the pricing model make a high level description of how to put the analytics together and what the user interface should look like, and from this the pricing model is generated.

I’m not sure if Neil will be available to video it this time, so if anyone else has the required equpiment and would like to volunteer to do so, that’d be great!

Edit: I’d accidentally disabled comments on this post. Now fixed, just in case anyone was desperate to make one!

8 Comments

RSS feed for comments on this post. TrackBack URI

  1. Hello,

    Will you be publishing where-abouts in the university this will take place nearer the time?

    Also, can anyone attend and is there a fee?

    thanks

    Comment by Simon — June 10, 2008 #

  2. I have never managed to make it to a meeting at city university and the link to the venue page in previous posts is broken, so could you give details of the location please.

    Comment by william pearson — June 16, 2008 #

  3. Where at City University is this? Where is City University?

    Comment by Macker — June 17, 2008 #

  4. Sorry - after enabling comments I failed to actually check the moderation queue!

    There’s no fee and anyone can attend.

    I’ve resurrected the venue page: http://www.londonhug.net/venue

    If I get information about the room number in time before the meeting I’ll edit the post to add that, otherwise just ask for it at the front desk.

    Comment by ganesh — June 20, 2008 #

  5. I am not sure if a video camera has already been sorted out but I will bring mine along just in case.

    Comment by Derek Wright — June 24, 2008 #

  6. Hi everybody, as I’m located in switzerland there was no chance of joining ;-) However, I thoroughly enjoyed the high-quality material published on this site. Is there a possibility that you will publish video and slides of this talk? I’d really appreciate that :-)

    Comment by Simon Meier — June 27, 2008 #

  7. Simon: Neil has made a video of this talk, it usually takes him a little while to process them and get it ready to upload, so just hold on a few weeks and I’ll post it together with the slides.

    Comment by ganesh — June 27, 2008 #

  8. Ganesh: Ah OK, that sounds fine. Thanks for the fast reply.

    Comment by Simon — June 27, 2008 #

Leave a comment

Powered by WordPress and Nifty Cube with Recetas theme design by Pablo Carnaghi.
Entries and comments feeds. Valid XHTML and CSS.