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Mathematical Economics and Financial Mathematics (88)
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Stock Options - Animated Tutorial and Analytics
· iweb · cached · An animated introduction to the Black--Scholes theorem. Includes graphs.
Devlin's Angle: A Nobel Formula
· cached · Article on the Black-Scholes theorem.
Derivatives Concepts A-Z
· cached · A glossary of derivatives-related terminology.
Sidebar on Black-Scholes for Risk Management
· cached · Working paper by Philip H. Dybvig and William J. Marshall.
Software for EMM (Efficient Method of Moments)
· cached · 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.
Society for Nonlinear Dynamics and Econometrics
· cached · The Society seeks to promote the use of nonlinear methods in economics and finance from both a theoretical and empirical perspective.
Journal of Finance: Other Finance Related Sites
· cached · Web links for those interested in understanding and teaching financial ideas.
A Calculus of Risk
· cached · Article by Gary Stix.
International Association of Financial Engineers (IAFE)
· iweb · cached · Quantitative finance association provides information on membership, committees, meetings, and publications.
CQF Mathematical Finance Forum
· iweb · cached · A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation.
Libor Market Model : A New Approach
· cached · A two-factor model using recombining binomial tree. Training, consultancy and resources.
Liebl Method To Solve Financial Mathematics Problems
· cached · Detailed lesson with worked examples.
A Study of Option Pricing Models
· cached · Kevin Rubash.
Cambridge Econometrics - Econometrics Training Services
· cached · A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia.
Risk Theory by Arcady Novosyolov
· cached · Deals with decision making as it applies to the financial and actuarial fields, including risk assessment and measurement, portfolio selection and ruin theory.
Numerical Pricing of Derivative Claims
· Path Integral Monte Carlo Approach. Miloje S. Makivic.
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