[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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