Re: Newbie projects

Posted by Yee Man Chan on May 30, 2008; 10:21am
URL: http://quantlib.414.s1.nabble.com/Newbie-projects-tp12010p12012.html

Hi Abhishek

I implemented GJR-GARCH option pricing model code and submitted. So if you are interested in this area, you can implement the E-GARCH option pricing model.

Yee Man


--- On Tue, 5/27/08, Abhishek Bharadwaj <[hidden email]> wrote:

> From: Abhishek Bharadwaj <[hidden email]>
> Subject: [Quantlib-dev] Newbie projects
> To: [hidden email]
> Date: Tuesday, May 27, 2008, 12:03 PM
> Hi,
>
> I am interested in some of the newbie projects at the
> following page:
>
> http://wiki.quantlib.org/twiki/bin/view/Quantlib/NewbieProjects
>
> Please let me know how I can get more involved.
> Specifically, implementing
> pricing engines, GARCH models sound interesting to me.
>
> Hope to hear from you soon.
>
> Thanks,
>
> Abhishek-------------------------------------------------------------------------
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