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Hi there,
I'm Ph.D. student in computer science with 10+ year c++ programming
experience. I'm also familiar with Java, Python, VB and other
programming languages. I worked on some other open source projects
before.
I've taken several financial courses such as "introduction to theory
and structure of options and futures markets" (John Hull's textbook),
"introduction to mathematical finance", "computational finance" and
etc.
I knew this group lately and would like contribute my effort for this group.
I am interested in the following areas:
- Patterns
- Lattices
- Monte Carlo
- Pricing engines
- Financial Instruments
- Credit derivatives
- Miscellanea
Let me know if I can do something. Thank you.
Regards,
Charles
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