Mathematical Economics and Financial Mathematics
Mathematical Economics and Financial Mathematics
Mathematical Economics and Financial Mathematics Links
- 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.
- Basic Library List-Business Mathematics Compiled by the MAA.
- Finance Express Finance related material, derivatives, journals, databases, people, media: links by Philip Hoang.
- Chicago Financial Mathematics Seminar Organizer: Alexander Adamchuk.
- Derivatives Concepts A-Z A glossary of derivatives-related terminology.
- 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.
- Financial Calculus By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews.
- Journal of Finance: Other Finance Related Sites Web links for those interested in understanding and teaching financial ideas.
- Oxford Mathematical Finance Group Part of the Oxford Centre for Industrial and Applied Mathematics and one of the largest UK research groups in mathematics applied to finance. Members of the group work on a range of applications of mathematics in finance, including classical and non-classical market models, theoretical and numerical aspects of derivatives pricing, crash modelling and credit risk. The group's approach is practically oriented with extensive interaction with practitioners.
- Courant Finance Server Papers in Financial Modeling, Ph.D. Theses. The mathematics of financial risk-management.
- UvA-WINS: Financial Mathematics Links Compiled at Korteweg-De Vries Instituut, Department of Mathematics, Amsterdam.
- International Association of Financial Engineers University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering.
- CodEc Software for Economics and Econometrics.
- Stock Options -- The Animated Tutorial An animated introduction to the Black--Scholes Theorem.
- Black and Scholes Option Model An introduction.
- Balducci's Actuarial Home Page Mainly links.
- Centre for Analytical Finance Research in both theoretical and applied finance in Denmark.
- Cambridge Econometrics - Econometrics Training Services A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia.
- Financial Mathematics Seminars King's College London.
- Center for Mathematical Studies in Economics and Management Science (CMSEMS) Information, faculty and staff, discussion papers, theory workshop, bag lunch seminar.
- Spontaneous Scaling Emergence in Generic Stochastic Systems The paper is in postscript format.
- Numerical Pricing of Derivative Claims Path Integral Monte Carlo Approach. Miloje S. Makivic.
- A Calculus of Risk Article by Gary Stix.
- Finance, Mathematics, Financial Math, Economic Engineering Liebl Method to solve Financial Mathematics problems.
- Introduction to Options A course in 6 chapters jointly developed by the International Finance & Commodities Institute (IFCI) and Axone Services et Développement SA.
- Devlin's Angle: A Nobel Formula Article on the Black-Scholes theorem.
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