A Calculus of Risk
Article by Gary Stix. |
A Study of Option Pricing Models
Kevin Rubash. |
Basic Library List-Business Mathematics
Compiled by the MAA. |
Cambridge Econometrics - Econometrics Training Services
A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia. |
Chicago Financial Mathematics Seminar
Organizer: Alexander Adamchuk. |
Derivatives Concepts A-Z
A glossary of derivatives-related terminology. |
Finance, Mathematics, Financial Math, Economic Engineering
Liebl Method to solve Financial Mathematics problems. |
Financial Calculus
By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews. |
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 & Commodities Institute (IFCI) and Axone Services et Développement SA. |
Journal of Finance: Other Finance Related Sites
Web links for those interested in understanding and teaching financial ideas. |
Numerical Pricing of Derivative Claims
Path Integral Monte Carlo Approach. Miloje S. Makivic. |
Pricing and Hedging of Derivative Securities
By Lars Tyge Nielsen. An introduction to the theory of pricing and hedging of derivative securities in continuous time for researchers in both academia and the financial industry. |
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. |
Spontaneous Scaling Emergence in Generic Stochastic Systems
The paper is in postscript format. |
Stock Options -- The Animated Tutorial
An animated introduction to the Black--Scholes Theorem. |
The Hyperbolic Model
A web article advocating this model for option pricing by Ernst Eberlein, Ulrich Keller and Karsten Prause of the Freiburg Center for Data Analysis and Modelling. |
UvA-WINS: Financial Mathematics Links
Compiled at Korteweg-De Vries Instituut, Department of Mathematics, Amsterdam. |
