Jellen Vermeir

I am a computer engineer with an additional background in statistics and quantitative finance. I intend on contributing Financial Engineering and Structured Product related material to the community. Projects and subpackages will be added and updated on GitHub under LGPL licensing:

https://github.com/VermeirJellen/FinancialEngineering

Currently Available subpackages:
1) Pricing, Greeks, implied volatility of barrier options under Black-Scholes.
2) Pricing, Greeks, implied volatility of Lookback options under Black-Scholes
3) Stock path simulation under Black-Scholes and Heston
4) Yahoo Option Chain Downloader
5) Heston Calibration Toolkit
6) Structuring of a Reverse Convertible

You can contact me via http://jellenvermeir.info