Nicholas de Jong and Peter Cotton of Julius Finance spoke with the masters students on Thursday, November 20th. The pair of Aussies discussed their work at the research firm which specializes in modeling consolidated debt obligations. They then discussed their recently initiated project, financialmathematics.com. The website, created as a wiki, is designed to facilitate the sharing of knowledge, research, and code that apply to problems which commonly arise in quantitative finance.–CASEY O’MEARA ‘08