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Instantly reproducible quantitative research, also reached at www.FinMath.Us.

Contents

Instantly Reproducible Research

This site commingles editable working papers with wiki-embedded code used in the research. There are lots of reasons why you might wish to contribute, and it is easy to get started now. To enable all matlab demonstrations on this site, including those pertaining to working papers, 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;

Read the Quick start to get an understanding of what this does and test a demonstration of its use.

Code Repository (Edit -or- View)

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.

  • Check out the code repository wiki to edit, discuss, and upload code.
  • Browse through code files directly.
  • Add your own code by creating a page called Code:Something

Papers, Conferences and Patents

Credit papers repository. QMF 2007 AMS_2008

Theoretical Overviews

Credit models: latent variable, dynamic single portfolio (top down), dynamic multi-portfolio, Copula, and more. Credit overview

Miscellaneous

Site objectives, Content, Why this site?, Why contribute?, Why matlab, How this site works, About, Where, , Supporters, Projects, Equity/Futures Data and Automated Trading Systems, CDO Bailout, Taxpayer Tab, Bank stampede

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