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 Derivatives Concepts A-Z - http://www.finpipe.com/derivglossary.htm A glossary of derivatives-related terminology. |
 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. |
 A Study of Option Pricing Models - http://bradley.bradley.edu/~arr/bsm/model.html Kevin Rubash. |
 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. |
 Stock Options - Animated Tutorial and Analytics - http://www.optionanimation.com/ An animated introduction to the Black--Scholes theorem. Includes graphs. |
 Devlin's Angle: A Nobel Formula - http://www.maa.org/devlin/devlin_11_97.html Article on the Black-Scholes theorem. |
 Risk Theory by Arcady Novosyolov - http://risktheory.narod.ru/ Deals with decision making as it applies to the financial and actuarial fields, including risk assessment and measurement, portfolio selection and ruin theory. |
 International Association of Financial Engineers - http://www.iafe.org/ University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering. |
 CQF Mathematical Finance Forum - http://www.cqf.info/ A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation. |
 Numerical Pricing of Derivative Claims - http://www.npac.syr.edu/users/miloje/Finance/Option1/option1.html Path Integral Monte Carlo Approach. Miloje S. Makivic. |
 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. |
 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. |
 Libor Market Model : A New Approach - http://www.libormarketmodel.com A two-factor model using recombining binomial tree. Training, consultancy and resources. |
 A Calculus of Risk - http://www.ge.infm.it/~ecph/bibliography/stix98.html Article by Gary Stix. |
 Liebl Method To Solve Financial Mathematics Problems - http://www.netpar.com.br/jonasliebl/math/ Detailed lesson with worked examples. |
 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. |