Directory > Science > Math > Applications > Mathematical Economics and Financial Mathematics Numerical Pricing of Derivative Claims Path Integral Monte Carlo Approach. Miloje S. Makivic. http://www.npac.syr.edu/users/miloje/Finance/Option1/option1.html Reviews Rating: Not yet Rated
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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/ Reviews Rating: Not yet Rated
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Emanuel Derman Includes biography and curriculum vitae. Also lists papers on quantitative strategies and articles written for Risk magazine. http://www.ederman.com/ Reviews Rating: Not yet Rated
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International Association of Financial Engineers University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering. http://www.iafe.org/ Reviews Rating: Not yet Rated
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Colloquium Financial Mathematics Links Compiled at Korteweg-De Vries Instituut, Department of Mathematics, Amsterdam. http://turing.wins.uva.nl/~guus/stoqlinks.html Reviews Rating: Not yet Rated
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A Study of Option Pricing Models Kevin Rubash. http://bradley.bradley.edu/~arr/bsm/model.html Reviews Rating: Not yet Rated
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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. http://www.geocities.com/CapeCanaveral/Launchpad/6016/ Reviews Rating: Not yet Rated
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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. http://www.derivativesmath.com/ Reviews Rating: Not yet Rated
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A Calculus of Risk Article by Gary Stix. http://www.ge.infm.it/~ecph/bibliography/stix98.html Reviews Rating: Not yet Rated
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Financial Calculus By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews. http://www.financialcalculus.co.uk/ Reviews Rating: Not yet Rated
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Cambridge Econometrics - Econometrics Training Services A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia. http://www.camecon.com/services/training/top.htm Reviews Rating: Not yet Rated
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Journal of Finance: Other Finance Related Sites Web links for those interested in understanding and teaching financial ideas. http://www.cob.ohio-state.edu/fin/journal/jofsites.htm Reviews Rating: Not yet Rated
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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 Reviews Rating: Not yet Rated
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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 Reviews Rating: Not yet Rated
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Sidebar on Black-Scholes for Risk Management Working paper by Philip H. Dybvig and William J. Marshall. http://dybfin.wustl.edu/research/papers/riskman.bs.html Reviews Rating: Not yet Rated
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Basic Library List-Business Mathematics Compiled by the MAA. http://www.maa.org/BLL/busmath.htm Reviews Rating: Not yet Rated
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Derivatives Concepts A-Z A glossary of derivatives-related terminology. http://www.finpipe.com/derivglossary.htm Reviews Rating: Not yet Rated
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Devlin's Angle: A Nobel Formula Article on the Black-Scholes theorem. http://www.maa.org/devlin/devlin_11_97.html Reviews Rating: Not yet Rated
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Chicago Financial Mathematics Seminar Organizer: Alexander Adamchuk. http://hometown.aol.com/naftcorp/Seminar.htm Reviews Rating: Not yet Rated
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Spontaneous Scaling Emergence in Generic Stochastic Systems The paper is in postscript format. http://shum.cc.huji.ac.il/~sorin/my-papers.html Reviews Rating: Not yet Rated
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Balducci's Actuarial Home Page Mainly links. http://www.math.ucalgary.ca/~scollnik/balducci/ Reviews Rating: Not yet Rated
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Financial Mathematics and Economic Engineering Liebl Method to solve problems. http://www.geocities.com/WallStreet/Floor/5390/math Reviews Rating: Not yet Rated
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Stock Options -- The Animated Tutorial An animated introduction to the Black--Scholes Theorem. http://www.optionanimation.com/ Reviews Rating: Not yet Rated
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