Sponsored Links:
Stock Options - Animated Tutorial and Analytics (Popularity:  )
http://www.optionanimation.com/
An animated introduction to the Black--Scholes theorem. Includes graphs.
|
Balducci's Actuarial Home Page (Popularity: )
http://www.math.ucalgary.ca/~scollnik/balducci/
Mainly links.
|
Devlin's Angle: A Nobel Formula (Popularity: )
http://www.maa.org/devlin/devlin_11_97.html
Article on the Black-Scholes theorem.
|
Derivatives Concepts A-Z (Popularity: )
http://www.finpipe.com/derivglossary.htm
A glossary of derivatives-related terminology.
|
Sidebar on Black-Scholes for Risk Management (Popularity: )
http://dybfin.wustl.edu/research/papers/riskman.bs.html
Working paper by Philip H. Dybvig and William J. Marshall.
|
Software for EMM (Efficient Method of Moments) (Popularity: )
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 ...
|
Society for Nonlinear Dynamics and Econometrics (Popularity: )
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 ...
|
Journal of Finance: Other Finance Related Sites (Popularity: )
http://www.cob.ohio-state.edu/fin/journal/jofsites.htm
Web links for those interested in understanding and teaching financial ideas.
|
A Calculus of Risk (Popularity: )
http://www.ge.infm.it/~ecph/bibliography/stix98.html
Article by Gary Stix.
|
Risk Theory by Arcady Novosyolov (Popularity: )
http://www.geocities.com/CapeCanaveral/Launchpad/6016/
Deals with decision making as it applies to the financial and actuarial fields, including risk assessment and measurement, portfolio selection ...
|
A Study of Option Pricing Models (Popularity: )
http://bradley.bradley.edu/~arr/bsm/model.html
Kevin Rubash.
|
International Association of Financial Engineers (Popularity: )
http://www.iafe.org/
University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering.
|
Libor Market Model : A New Approach (Popularity: )
http://www.libormarketmodel.com
A two-factor model using recombining binomial tree. Training, consultancy and resources.
|
UnRisk (Popularity: )
http://www.unriskderivatives.com/
A software tool for the robust, accurate and fast pricing of complicated financial derivatives. It has a C++ kernel, but ...
|
QuantLib (Popularity: )
http://quantlib.org/
A free/open-source library for quantitative finance, written in C++ and exported to different languages such as Python, Ruby and Scheme.
|
Micro Economy Model Software (Popularity: )
http://www.sysworks.com.ar/economics/index.htm
Mathematic Economic Model for Teachers and Students of marketing and economics
|
Financial Numerical Recipes (Popularity: )
http://finance.bi.no/~bernt/gcc_prog/recipes/recipes/
Discussion of algorithms and C++ code for advanced financial calculations by Bernt Arne Ødegaard.
|
Basic Library List-Business Mathematics (Popularity: )
http://www.maa.org/BLL/busmath.htm
Compiled by the MAA.
|
Financial Calculus (Popularity: )
http://www.financialcalculus.co.uk/
By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews.
|
Spontaneous Scaling Emergence in Generic Stochastic Systems (Popularity: )
http://shum.cc.huji.ac.il/~sorin/my-papers.html
The paper is in postscript format.
|
