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Sub-Categories in Mathematical Economics and Financial Mathematics
Web Sites in Category Mathematical Economics and Financial Mathematics
A Calculus of Risk - Article by Gary Stix.
A Study of Option Pricing Models - Kevin Rubash.
Balducci's Actuarial Home Page - Mainly links.
Cambridge Econometrics - Econometrics Training Services - A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia.
Colloquium Financial Mathematics Links - Compiled at Korteweg-De Vries Instituut, Department of Mathematics, Amsterdam.
CQF Mathematical Finance Forum - A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation.
Derivatives Concepts A-Z - A glossary of derivatives-related terminology.
Devlin's Angle: A Nobel Formula - Article on the Black-Scholes theorem.
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 and Commodities Institute (IFCI) and Axone Services et Developpement SA.
Journal of Finance: Other Finance Related Sites - Web links for those interested in understanding and teaching financial ideas.
Libor Market Model : A New Approach - A two-factor model using recombining binomial tree. Training, consultancy and resources.
Numerical Pricing of Derivative Claims - Path Integral Monte Carlo Approach. Miloje S. Makivic.
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.
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.
Stock Options - Animated Tutorial and Analytics - An animated introduction to the Black--Scholes theorem. Includes graphs.
Related Categories:
Business > Financial Services > Insurance > Actuarial Science
Science > Social Sciences > Economics
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