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Home / Science / Math / Applications / Mathematical Economics and Financial Mathematics
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Web Sites
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- A Calculus of Risk - Article by Gary Stix.
www.ge.infm.it/~ecph/bibliography/stix98.html
- A Study of Option Pricing Models - Kevin Rubash.
bradley.edu/~arr/bsm/model.html
- Balducci's Actuarial Home Page - Mainly links.
www.math.ucalgary.ca/~scollnik/balducci
- Basic Library List-Business Mathematics - Compiled by the MAA.
www.maa.org/BLL/busmath.htm
- Cambridge Econometrics - Econometrics Training Services - A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia.
www.camecon.com/services/training/top.htm
- Chicago Financial Mathematics Seminar - Organizer: Alexander Adamchuk.
hometown.aol.com/naftcorp/Seminar.htm
- Derivatives Concepts A-Z - A glossary of derivatives-related terminology.
www.finpipe.com/derivglossary.htm
- Devlin's Angle: A Nobel Formula - Article on the Black-Scholes theorem.
www.maa.org/devlin/devlin_11_97.html
- Finance, Mathematics, Financial Math, Economic Engineering - Liebl Method to solve Financial Mathematics problems.
www.geocities.com/WallStreet/Floor/5390/math
- Financial Calculus - By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews.
www.financialcalculus.co.uk
- International Association of Financial Engineers - University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering.
www.iafe.org/educate/fe_schools.html
- Introduction to Options - A course in 6 chapters jointly developed by the International Finance & Commodities Institute (IFCI) and Axone Services et Développement SA.
finance.wat.ch/cbt/Options
- Journal of Finance: Other Finance Related Sites - Web links for those interested in understanding and teaching financial ideas.
www.cob.ohio-state.edu/fin/journal/jofsites.htm
- Numerical Pricing of Derivative Claims - Path Integral Monte Carlo Approach. Miloje S. Makivic.
www.npac.syr.edu/users/miloje/Finance/Option1/option1.html
- 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.
www.derivativesmath.com
- Sidebar on Black-Scholes for Risk Management - Working paper by Philip H. Dybvig and William J. Marshall.
dybfin.wustl.edu/research/papers/riskman.bs.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.
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.
www.econ.duke.edu/~get/emm.html
- Spontaneous Scaling Emergence in Generic Stochastic Systems - The paper is in postscript format.
shum.cc.huji.ac.il/~sorin/my-papers.html
- Stock Options -- The Animated Tutorial - An animated introduction to the Black--Scholes Theorem.
www.optionanimation.com
- 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.
www.fdm.uni-freiburg.de/UK
- UvA-WINS: Financial Mathematics Links - Compiled at Korteweg-De Vries Instituut, Department of Mathematics, Amsterdam.
turing.wins.uva.nl/~mnuyens/stoqlinks.html
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