Re: [Quantlib-dev] Newbie projects

[Yee M. C. <ym...@ya...>]

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 <abh...@gm...> wrote:

> From: Abhishek Bharadwaj <abh...@gm...>
> Subject: [Quantlib-dev] Newbie projects
> To: qua...@li...
> 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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