Quant finance papers websites?

[doug reich]

What are some good websites with quant finance papers? I have a short list mostly garnered from the forums up at Category:Paper - Quantnet Wiki

If you have any more to add, you can just put them on that page, or reply in this thread.

 

[dstefan]

This looks like a good one:

The Quantitative Finance Library

It was mentioned in a QuantNet post as well:

new website for quantitative analyst : The Quantitative Finance library - QuantNetwork - Financial Engineering Forum

 

[Bastian Gross]

Gloria Mundi is a good site for risk-management papers.

 

[parisjohn]

DefaultRisk.com The web's biggest credit risk modeling resource. : specialist of Credit Risk

 

[Bastian Gross]

arXiv is a very good, but pretty mathematical and physical paper website.

SSRN is one of my favourite paper searching site.

And this site by Hans Mittelman is a useful website for optimization. Because of the "Decision Tree of optimization software".

 

[doug reich]

Thanks guys, these are all great pages. Please keep them coming!

 

[cptcaveman]

SIAM

Here is one more no one has mentioned yet.
SIAM (Society for Industrial and Applied Mathematics) is starting a new Journal for Financial Mathematics. They have not published the first issue yet.
SIAM: SIAM Journal on Financial Mathematics (SIFIN)
You don't have to be a member to view the most recent articles but to search and view older articles you will need a membership. I'm not sure of the quality of this, but I thought I would throw it out there since no one has mentioned it yet.

Cpt.

 

[Bastian Gross]

SIAM has not only a new Journal for Financial Mathematics but also some other worthwhile journals like SIAM Journal on Optimization, SIAM Journal on Numerical Analysis and SIAM Journal on Scientific Computing.

 

[Bastian Gross]

Another website for preprints is "The Mathematics Preprint Search System" MPRESS

 

[quantyst]

Try finance-research.net at

FINANCE RESEARCH