developer

Posted by Zhuo Yu on Jun 26, 2006; 4:46pm
URL: http://quantlib.414.s1.nabble.com/developer-tp11170.html

Dear Sir/Madam,

 

I am interested in becoming a develper for quantlib. I have a Ph.D. in statistics.

I have knowledge in stochastic calculus, option pricing and C++ programming.

I am interested in the to-do items in the following fields:

Monte Carlo

Pricing engines

Financial Instruments

Yield term structures

Volatility

Credit derivatives

Test suite

 

Can you tell me how to proceed?

Thanks

Zhuo