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From FinMath
Reproducible quantitative research. Also reached at FinMath.Us
FinancialMathematics.Com is a Wiki designed for collaborating on ideas, code, papers and other material as it related to the finance industry ... with a heavy slant toward credit derivatives research. An experimental feature is the ability to embed Matlab code into pages and subsequently, call that code directly from Matlab in a manner that retrieves the libraries automatically and guarantees the latest code revision. You can save other people's time because users of your code need never download anything manually - neither your code, nor any toolboxes you exploit.
Contents |
Edit the Code Repository -or- View the Code Repository
Cut and paste the following at the Matlab prompt or include in your startup.m
mkdir(prefdir,'fin_math');delete(which('fmgrow.m')); urlwrite('http://www.financialmathematics.com/code/fin_math/fmgrow.m',fullfile(prefdir,'fin_math','fmgrow.m')); addpath(fullfile(prefdir,'fin_math')); fmgrow;
- You should read the Quick start to get an understanding of what this does and test a demonstration of its use.
- Check out the code repository wiki to edit, discuss, and upload code.
- Browse through code files directly.
Papers, Conferences and Patents
Credit papers repository. QMF 2007 AMS_2008
Overviews
Credit models: latent variable, dynamic single portfolio (top down), dynamic multi-portfolio, Copula, and more. Credit overview
See also
Content, Why, Why contribute, Why matlab, How, About, Where, Objectives, Supporters, Projects, Equity/Futures Data and Automated Trading Systems
