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Libor Market Model : A New Approach
Libor Market Model : A New Approach: A two-factor model using recombining binomial tree. Training, consultancy and resources. (Mathematical Economics and Financial Mathematics)
http://www.libormarketmodel.com |
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Society for Nonlinear Dynamics and Econometrics
Society for Nonlinear Dynamics and Econometrics: The Society seeks to promote the use of nonlinear methods in economics and finance from both a theoretical and empirical perspective. (Mathematical Economics and Financial Mathematics)
http://www-snde.rutgers.edu/SNDE/society/snde.html |
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International Association of Financial Engineers
International Association of Financial Engineers: University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering. (Mathematical Economics and Financial Mathematics)
http://www.iafe.org/ |
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Introduction to Options
Introduction to Options: A course in 6 chapters jointly developed by the International Finance and Commodities Institute (IFCI) and Axone Services et Developpement SA. (Mathematical Economics and Financial Mathematics)
http://finance.wat.ch/cbt/Options/ |
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CQF Mathematical Finance Forum
CQF Mathematical Finance Forum: A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation. (Mathematical Economics and Financial Mathematics)
http://www.cqf.info/ |
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Sidebar on Black-Scholes for Risk Management
Sidebar on Black-Scholes for Risk Management: Working paper by Philip H. Dybvig and William J. Marshall. (Mathematical Economics and Financial Mathematics)
http://dybfin.wustl.edu/research/papers/riskman.bs.html |
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Derivatives Concepts A-Z
Derivatives Concepts A-Z: A glossary of derivatives-related terminology. (Mathematical Economics and Financial Mathematics)
http://www.finpipe.com/derivglossary.htm |
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A Study of Option Pricing Models
A Study of Option Pricing Models: Kevin Rubash. (Mathematical Economics and Financial Mathematics)
http://bradley.bradley.edu/~arr/bsm/model.html |
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Colloquium Financial Mathematics Links
Colloquium Financial Mathematics Links: Compiled at Korteweg-De Vries Instituut, Department of Mathematics, Amsterdam. (Mathematical Economics and Financial Mathematics)
http://turing.wins.uva.nl/~guus/stoqlinks.html |
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A Calculus of Risk
A Calculus of Risk: Article by Gary Stix. (Mathematical Economics and Financial Mathematics)
http://www.ge.infm.it/~ecph/bibliography/stix98.html |
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Devlin's Angle: A Nobel Formula
Devlin's Angle: A Nobel Formula: Article on the Black-Scholes theorem. (Mathematical Economics and Financial Mathematics)
http://www.maa.org/devlin/devlin_11_97.html |
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Journal of Finance: Other Finance Related Sites
Journal of Finance: Other Finance Related Sites: Web links for those interested in understanding and teaching financial ideas. (Mathematical Economics and Financial Mathematics)
http://www.cob.ohio-state.edu/fin/journal/jofsites.htm |
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Balducci's Actuarial Home Page
Balducci's Actuarial Home Page: Mainly links. (Mathematical Economics and Financial Mathematics)
http://www.math.ucalgary.ca/~scollnik/balducci/ |
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Numerical Pricing of Derivative Claims
Numerical Pricing of Derivative Claims: Path Integral Monte Carlo Approach. Miloje S. Makivic. (Mathematical Economics and Financial Mathematics)
http://www.npac.syr.edu/users/miloje/Finance/Option1/option1.html |
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Stock Options - Animated Tutorial and Analytics
Stock Options - Animated Tutorial and Analytics: An animated introduction to the Black--Scholes theorem. Includes graphs. (Mathematical Economics and Financial Mathematics)
http://www.optionanimation.com/ |
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Software for EMM (Efficient Method of Moments)
Software for EMM (Efficient Method of Moments): Code and User's Guide for EMM are freely available. Posted versions contain worked examples for estimation of continuous time stochastic differential equations for the short-term interest rate and stock prices. (Mathematical Economics and Financial Mathematics)
http://www.econ.duke.edu/~get/emm.html |
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Risk Theory by Arcady Novosyolov
Risk Theory by Arcady Novosyolov: Deals with decision making as it applies to the financial and actuarial fields, including risk assessment and measurement, portfolio selection and ruin theory. (Mathematical Economics and Financial Mathematics)
http://www.geocities.com/CapeCanaveral/Launchpad/6016/ |
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Cambridge Econometrics - Econometrics Training Services
Cambridge Econometrics - Econometrics Training Services: A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia. (Mathematical Economics and Financial Mathematics)
http://www.camecon.com/services/training/top.htm |