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Mathematical Economics And Financial Mathematics


Directory > Science > Math > Applications > Mathematical Economics and Financial Mathematics

Companies (8)Events (22)Game_Theory@ (177)
People (6)Publications (17)Research_Groups (7)
Software (4)
Related Categories:
   Science > Social_Sciences > Economics (2477)
   Business > Investing (5291)
   Business > Financial_Services > Insurance > Actuarial_Science (157)


On Target - DR (6/10)On Target - DR (6/10) Derivatives Concepts A-Z - http://www.finpipe.com/derivglossary.htm
A glossary of derivatives-related terminology.
633 Listings - DR (6/10)633 Listings - DR (6/10) Software for EMM (Efficient Method of Moments) - http://www.econ.duke.edu/~get/emm.html
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.
46 Listings - DR (6/10)46 Listings - DR (6/10) A Study of Option Pricing Models - http://bradley.bradley.edu/~arr/bsm/model.html
Kevin Rubash.
873 Listings - DR (6/10)873 Listings - DR (6/10) Society for Nonlinear Dynamics and Econometrics - http://www-snde.rutgers.edu/SNDE/society/snde.html
The Society seeks to promote the use of nonlinear methods in economics and finance from both a theoretical and empirical perspective.
On Target - DR (5/10)On Target - DR (5/10) Stock Options - Animated Tutorial and Analytics - http://www.optionanimation.com/
An animated introduction to the Black--Scholes theorem. Includes graphs.
35 Listings - DR (5/10)35 Listings - DR (5/10) Devlin's Angle: A Nobel Formula - http://www.maa.org/devlin/devlin_11_97.html
Article on the Black-Scholes theorem.
On Target - DR (4/10)On Target - DR (4/10) International Association of Financial Engineers - http://www.iafe.org/
University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering.
209 Listings - DR (4/10)209 Listings - DR (4/10) Numerical Pricing of Derivative Claims - http://www.npac.syr.edu/users/miloje/Finance/Option1/option1.html
Path Integral Monte Carlo Approach. Miloje S. Makivic.
328 Listings - DR (3/10)328 Listings - DR (3/10) Sidebar on Black-Scholes for Risk Management - http://dybfin.wustl.edu/research/papers/riskman.bs.html
Working paper by Philip H. Dybvig and William J. Marshall.
401 Listings - DR (2/10)401 Listings - DR (2/10) Journal of Finance: Other Finance Related Sites - http://www.cob.ohio-state.edu/fin/journal/jofsites.htm
Web links for those interested in understanding and teaching financial ideas.
On Target - DR (2/10)On Target - DR (2/10) Libor Market Model : A New Approach - http://www.libormarketmodel.com
A two-factor model using recombining binomial tree. Training, consultancy and resources.
On Target - DR (0/10)On Target - DR (0/10) Risk Theory by Arcady Novosyolov - http://risktheory.net/
Deals with decision making as it applies to the financial and actuarial fields, including risk assessment and measurement, portfolio selection and ruin theory.
On Target - DR (0/10)On Target - DR (0/10) A Calculus of Risk - http://www.ge.infm.it/~ecph/bibliography/stix98.html
Article by Gary Stix.
On Target - DR (0/10)On Target - DR (0/10) Liebl Method To Solve Financial Mathematics Problems - http://www.netpar.com.br/jonasliebl/math/
Detailed lesson with worked examples.
On Target - DR (0/10)On Target - DR (0/10) Cambridge Econometrics - Econometrics Training Services - http://www.cambridgeeconometrics.com/econometrics_training/about_econometrics_training.htm
A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia.

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