- Joined
- 5/6/12
- Messages
- 1
- Points
- 11
We just published an open source Public Sector Credit Framework.
The Windows executable, research note and sample analyses are at: http://www.publicsectorcredit.org/pscf.html
The public, open source repository is at: http://www.github.com/joffemd/pscf
Financial Times Alphaville coverage is at: http://ftalphaville.ft.com/blog/2012/05/02/983041/monte-carlo-simulated-sovereign-credit/
We're looking for MFE candidates and other quants to join the developer community. Please contact me if interested.
The Windows executable, research note and sample analyses are at: http://www.publicsectorcredit.org/pscf.html
The public, open source repository is at: http://www.github.com/joffemd/pscf
Financial Times Alphaville coverage is at: http://ftalphaville.ft.com/blog/2012/05/02/983041/monte-carlo-simulated-sovereign-credit/
We're looking for MFE candidates and other quants to join the developer community. Please contact me if interested.
