See also:

• Business: Financial Services: Insurance: Actuarial Science  (162)
• Business: Investing  (5,051)
• Science: Social Sciences: Economics  (2,415)

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.