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. |
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. |
Liebl Method To Solve Financial Mathematics Problems Detailed lesson with worked examples. |
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. |
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