Mathematical Economics and Financial Mathematics

See also:

• Business: Financial Services: Insurance: Actuarial Science  (162)
• Business: Investing  (5,133)
• Science: Social Sciences: Economics  (2,570)

A Calculus of Risk - Article by Gary Stix..

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..

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..

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..

A Study of Option Pricing Models - Kevin Rubash..

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