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Mathematical Economics and Financial Mathematics

Science > Math > Applications > Mathematical Economics and Financial Mathematics

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Companies (8)
Events (23)
Game Theory (191)

People (6)
Publications (18)

Research Groups (7)
Software (7)

Web Pages

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A Calculus of Risk - http://www.ge.infm.it/~ecph/bibliography/stix98.html
Article by Gary Stix.

A Study of Option Pricing Models - http://bradley.bradley.edu/~arr/bsm/model.html
Kevin Rubash.

Cambridge Econometrics - Econometrics Training Services - http://www.cambridgeeconometrics.com/econometrics_training/about_econometrics_training.htm
A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia.

Derivatives Concepts A-Z - http://www.finpipe.com/derivglossary.htm
A glossary of derivatives-related terminology.

Devlin's Angle: A Nobel Formula - http://www.maa.org/devlin/devlin_11_97.html
Article on the Black-Scholes theorem.

International Association of Financial Engineers - http://www.iafe.org/
University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering.

Journal of Finance: Other Finance Related Sites - http://www.cob.ohio-state.edu/fin/journal/jofsites.htm
Web links for those interested in understanding and teaching financial ideas.

Libor Market Model : A New Approach - http://www.libormarketmodel.com
A two-factor model using recombining binomial tree. Training, consultancy and resources.

Liebl Method To Solve Financial Mathematics Problems - http://www.netpar.com.br/jonasliebl/math/
Detailed lesson with worked examples.

Numerical Pricing of Derivative Claims - http://www.npac.syr.edu/users/miloje/Finance/Option1/option1.html
Path Integral Monte Carlo Approach. Miloje S. Makivic.

Risk Theory by Arcady Novosyolov - http://risktheory.net/
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 - http://dybfin.wustl.edu/research/papers/riskman.bs.html
Working paper by Philip H. Dybvig and William J. Marshall.

Society for Nonlinear Dynamics and Econometrics - http://www-snde.rutgers.edu/SNDE/society/snde.html
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) - http://www.econ.duke.edu/~get/emm.html
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 - http://www.optionanimation.com/
An animated introduction to the Black--Scholes theorem. Includes graphs.

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