CQF Mathematical Finance Forum
A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation.
http://www.cqf.info/
Cambridge Econometrics - Econometrics Training Services
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
Derivatives Concepts A-Z
A glossary of derivatives-related terminology.
http://www.finpipe.com/derivglossary.htm
Introduction to Options
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/
Libor Market Model : A New Approach
A two-factor model using recombining binomial tree. Training, consultancy and resources.
http://www.libormarketmodel.com
Numerical Pricing of Derivative Claims
Path Integral Monte Carlo Approach. Miloje S. Makivic.
http://www.npac.syr.edu/users/miloje/Finance/Option1/option1.html
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.
http://www-snde.rutgers.edu/SNDE/society/snde.html
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.
http://www.econ.duke.edu/~get/emm.html