|
 Business: Insurance: Actuarial Science
Science: Social Sciences: Economics
Balducci's Actuarial Home Page
Mainly links.
Basic Library List-Business Mathematics
Compiled by the MAA.
A Calculus of Risk
Article by Gary Stix.
Cambridge Econometrics - Econometrics Training Services
A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia.
Chicago Financial Mathematics Seminar
Organizer: Alexander Adamchuk.
Derivatives Concepts A-Z
A glossary of derivatives-related terminology.
Devlin's Angle: A Nobel Formula
Article on the Black-Scholes theorem.
Finance, Mathematics, Financial Math, Economic Engineering
Liebl Method to solve Financial Mathematics problems.
Financial Calculus
By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews.
The Hyperbolic Model
A web article advocating this model for option pricing by Ernst Eberlein, Ulrich Keller and Karsten Prause of the Freiburg Center for Data Analysis and Modelling.
International Association of Financial Engineers
University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering.
Introduction to Options
A course in 6 chapters jointly developed by the International Finance & Commodities Institute (IFCI) and Axone Services et Développement SA.
Journal of Finance: Other Finance Related Sites
Web links for those interested in understanding and teaching financial ideas.
Numerical Pricing of Derivative Claims
Path Integral Monte Carlo Approach. Miloje S. Makivic.
Pricing and Hedging of Derivative Securities
By Lars Tyge Nielsen. An introduction to the theory of pricing and hedging of derivative securities in continuous time for researchers in both academia and the financial industry.
Sidebar on Black-Scholes for Risk Management
Working paper by Philip H. Dybvig and William J. Marshall.
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.
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.
Spontaneous Scaling Emergence in Generic Stochastic Systems
The paper is in postscript format.
Stock Options -- The Animated Tutorial
An animated introduction to the Black--Scholes Theorem.
A Study of Option Pricing Models
Kevin Rubash.
UvA-WINS: Financial Mathematics Links
Compiled at Korteweg-De Vries Instituut, Department of Mathematics, Amsterdam.
|
|
