[R-SIG-Finance] Paper on R/SWIG/QuantLib now on SSRN
Joseph Wang
joe at gnacademy.org
Mon Feb 26 02:56:01 CET 2007
I finally had a chance to upload a conference paper I wrote describing the
work I did on getting R, SWIG, and QuantLib together to research Shanghai
warrants. The paper was for an economics conference so it is light on
technical details.
The paper is at
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=965317
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Joseph Wang Ph.D. - joe at gnacademy.org
China Derivatives Researcher and Software Developer - QuantLib
http://en.wikiversity.org/wiki/User:Roadrunner
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