development request

Posted by Rathnam on Nov 05, 2005; 11:24am
URL: http://quantlib.414.s1.nabble.com/development-request-tp10933.html

Hi

I am new to the quant field but have become extremely interested in this field lately. I have experience as a Java, C# and some C++ programming experience. I have designed and architected multi-tier web applications and windows applications. I have a BE in Mechanical Engineering, MS in Industrial Engineering(Major in Information System) and MBA. As part of my research work I have designed algorithm to a knowledge network and implemented it in C++.

 

On the equities sitde, I have experience (at personal level) in options trading, stock trading and currency trading. I also have developed ranking systems for stocks and actively maintaining a portfolio based on the ranking system.

 

I would like to contribute to any of the following areas.

Monte Carlo , Black Scholes, Credit Derviatives, Options pricing, Currency

 

I would appreciate any suggestions as to where I can start and how I can contribute.

 

rathnam