Good source for quant finance literature

APD · May 19th, 2005, 11:39 am

I am looking for a good web based service for commercial quant finance literature/ white papers etc. I have access to jstor and a few other sites from my postgraduate days but these are heavily slanted to academic users and more importantly my logins will soon be deactivated - does anyone know of any useful sites that match these criteria?

Wienner · May 19th, 2005, 6:14 pm

For all credit related papers - Default riskFor market risk - Gloria Mundiand ofcourse the forum.

Yeren · May 19th, 2005, 7:09 pm

Is there any site similar to these two that covers interest rate related issues/products/papers and updates on a weekly basis?

mathmarc · May 20th, 2005, 7:41 am

QuoteOriginally posted by: APD I am looking for a good web based service for commercial quant finance literature/ white papers etc.In my bookmarks I have:Ideas - RePEc: Very general site on economics. More than 150,000 papers. Some on interest rate derivatives.Finance Research: Publication and dowload of finance papers. Not a lot of authors but some interesting ones (Jamshidian, Mercurio,...)SSRN Social Science Reasearch Network: Also a generalist large paper site. Look at the Financial Economics part.

exotiq · May 20th, 2005, 11:54 am

Eman has some good links/papers on his site: http://www.ederman.com

TraderJoe · May 21st, 2005, 11:08 pm

Here's a couple:arxivfinmath

SierpinskyJanitor · May 21st, 2005, 11:18 pm

Here´s some more ....

SierpinskyJanitor · May 21st, 2005, 11:19 pm

Here you can find some more cool refs...

TraderJoe · May 22nd, 2005, 8:30 am

QuoteOriginally posted by: andrebarbosaHere you can find some more cool refs... Just to point out that these last two links are the same.