 | 
Companies 9 Events 27 People 7 Publications 17 Research Groups 8 Software 4
Game Theory 192
| | Actuarial Science - Insurance, Financial Services, Business 162
Investing - Business 5,166
Economics - Social Sciences, Science 2,570
A Calculus of RiskA Calculus of Risk
Article by Gary Stix.
|
Cambridge Econometrics - Econometrics Training ServicesCambridge Econometrics - Econometrics Training Services
A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia.
|
CQF Mathematical Finance ForumCQF 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-ZDerivatives Concepts A-Z
A glossary of derivatives-related terminology.
|
Devlin's Angle: A Nobel FormulaDevlin's Angle: A Nobel Formula
Article on the Black-Scholes theorem.
|
International Association of Financial EngineersInternational Association of Financial Engineers
University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering.
|
Journal of Finance: Other Finance Related SitesJournal of Finance: Other Finance Related Sites
Web links for those interested in understanding and teaching financial ideas.
|
Libor Market Model : A New ApproachLibor Market Model : A New Approach
A two-factor model using recombining binomial tree. Training, consultancy and resources.
|
Liebl Method To Solve Financial Mathematics ProblemsLiebl Method To Solve Financial Mathematics Problems
Detailed lesson with worked examples.
|
Numerical Pricing of Derivative ClaimsNumerical Pricing of Derivative Claims
Path Integral Monte Carlo Approach. Miloje S. Makivic.
|
Risk Theory by Arcady NovosyolovRisk 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 ManagementSidebar on Black-Scholes for Risk Management
Working paper by Philip H. Dybvig and William J. Marshall.
|
Society for Nonlinear Dynamics and EconometricsSociety 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)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 AnalyticsStock Options - Animated Tutorial and Analytics
An animated introduction to the Black--Scholes theorem. Includes graphs.
|
A Study of Option Pricing ModelsA Study of Option Pricing Models
Kevin Rubash.
|
|
|
|
|
|