hi from a new guy
Posted by Wei-i Wu on
URL: http://quantlib.414.s1.nabble.com/hi-from-a-new-guy-tp10791.html
Hello, I have started using QuantLib recently and
liked it, so decided to contribute to it.
I am a physics Ph.D. student with quantitative finance
experiences. I am OK with subjects in stochastic
calculus, monte-carlo simulations, derivative pricing,
and fixed income pricing.
As I was looking through the low-level todo lists. I
found that I could start with the following jobs:
* Test and check Class
BivariateCumulativeNormalDistribution
* Add historical annualized volatility to Class
GenericRiskStatistics
* Add running average Class to
ContinuousAveragingAsianOption
Please let me know what I should do next.
Sincerely,
Funing Song