Mathematical Economics and Financial Mathematics (90)

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Regular Links:

http://www.ge.infm.it/~ecph/bibliography/stix98.html
A Calculus of Risk Open in a new browser window
   Article by Gary Stix.
   http://www.ge.infm.it/~ecph/bibliography/stix98.html
http://bradley.bradley.edu/~arr/bsm/model.html
A Study of Option Pricing Models Open in a new browser window
   Kevin Rubash.
   http://bradley.bradley.edu/~arr/bsm/model.html
http://www.cqf.info/
CQF Mathematical Finance Forum Open in a new browser window
   A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation.
   http://www.cqf.info/
http://www.cambridgeeconometrics.com/econometrics_training/about_econometrics_training.htm
Cambridge Econometrics - Econometrics Training Services Open in a new browser window
   A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia.
   http://www.cambridgeeconometrics.com/econometrics_training/about_econometrics_training.htm
http://www.finpipe.com/derivglossary.htm
Derivatives Concepts A-Z Open in a new browser window
   A glossary of derivatives-related terminology.
   http://www.finpipe.com/derivglossary.htm
http://www.maa.org/devlin/devlin_11_97.html
Devlin's Angle: A Nobel Formula Open in a new browser window
   Article on the Black-Scholes theorem.
   http://www.maa.org/devlin/devlin_11_97.html
http://www.iafe.org/
International Association of Financial Engineers Open in a new browser window
   University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering.
   http://www.iafe.org/
http://finance.wat.ch/cbt/Options/
Introduction to Options Open in a new browser window
   A course in 6 chapters jointly developed by the International Finance and Commodities Institute (IFCI) and Axone Services et Developpement SA.
   http://finance.wat.ch/cbt/Options/
http://www.cob.ohio-state.edu/fin/journal/jofsites.htm
Journal of Finance: Other Finance Related Sites Open in a new browser window
   Web links for those interested in understanding and teaching financial ideas.
   http://www.cob.ohio-state.edu/fin/journal/jofsites.htm
http://www.libormarketmodel.com
Libor Market Model : A New Approach Open in a new browser window
   A two-factor model using recombining binomial tree. Training, consultancy and resources.
   http://www.libormarketmodel.com
http://www.netpar.com.br/jonasliebl/math/
Liebl Method To Solve Financial Mathematics Problems Open in a new browser window
   Detailed lesson with worked examples.
   http://www.netpar.com.br/jonasliebl/math/
http://www.npac.syr.edu/users/miloje/Finance/Option1/option1.html
Numerical Pricing of Derivative Claims Open in a new browser window
   Path Integral Monte Carlo Approach. Miloje S. Makivic.
   http://www.npac.syr.edu/users/miloje/Finance/Option1/option1.html
http://dybfin.wustl.edu/research/papers/riskman.bs.html
Sidebar on Black-Scholes for Risk Management Open in a new browser window
   Working paper by Philip H. Dybvig and William J. Marshall.
   http://dybfin.wustl.edu/research/papers/riskman.bs.html
http://www-snde.rutgers.edu/SNDE/society/snde.html
Society for Nonlinear Dynamics and Econometrics Open in a new browser window
   The Society seeks to promote the use of nonlinear methods in economics and finance from both a theoretical and empirical perspective.
   http://www-snde.rutgers.edu/SNDE/society/snde.html
http://www.econ.duke.edu/~get/emm.html
Software for EMM (Efficient Method of Moments) Open in a new browser window
   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.
   http://www.econ.duke.edu/~get/emm.html
http://www.optionanimation.com/
Stock Options - Animated Tutorial and Analytics Open in a new browser window
   An animated introduction to the Black--Scholes theorem. Includes graphs.
   http://www.optionanimation.com/

Last Updated: 2007-03-17 21:56:31