Introduction

Posted by Vivek Rai-2 on Oct 29, 2006; 11:40pm
URL: http://quantlib.414.s1.nabble.com/Introduction-tp11331.html

Hi Guys,

I am a developer with a background in finance (mostly primebrokerage,
equity trading, asset management) . I have done c++ programming in the
past, and have been mostly developing in java/j2ee (and some python in
my spare time) for past 6 years.

I have not done much C++ programming in past 2-3 years, but I think my
understanding of OO programming and design patterns is OK.

I had studied electrical engineering, and had done some advanced
Mathematics (PDE, statisics and probablity, Fourier transforms etc) at
the time (graduated in 1996), but again, not having used much of it in
my day job, I would need some "jump start" to get my mental batteries
charged again.

I see this project as a perfect oppurtunity to work on something
exciting (which is sadly lacking in my day job :( ).. and also to keep
myself up to pace with advanced maths.

Some questions:
A. Given my skills, how and where could I contribute?
B.  what is the best way to get started with this project?
C. What books would you guys recommend ? (esp for the mathematical background)

Cheers,
Vivek