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Libor Market Model : A New Approach
A two-factor model using recombining binomial tree. Training, consultancy and resources.
http://www.libormarketmodel.com
A Study of Option Pricing Models
Kevin Rubash.
http://bradley.bradley.edu/~arr/bsm/model....
Devlin's Angle: A Nobel Formula
Article on the Black-Scholes theorem.
http://www.maa.org/devlin/devlin_11_97.htm...
Liebl Method To Solve Financial Mathematics Problems
Detailed lesson with worked examples.
http://www.netpar.com.br/jonasliebl/math/
Journal of Finance: Other Finance Related Sites
Web links for those interested in understanding and teaching financial ideas.
http://www.cob.ohio-state.edu/fin/journal/...
Studies in Nonlinear Dynamics
Journal, mailing list, purpose, resources, conferences and publications.
http://www-snde.rutgers.edu/SNDE/society/s...
Sidebar on Black-Scholes for Risk Management
Working paper by Philip H. Dybvig and William J. Marshall.
http://dybfin.wustl.edu/research/papers/ri...
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.
http://www.econ.duke.edu/~get/emm.html
Cambridge Econometrics - Econometrics Training Services
A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia.
http://www.camecon.com/services/training/t...
CQF Mathematical Finance Forum
A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation.
http://www.cqf.info/
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.
http://www.geocities.com/CapeCanaveral/Lau...
Numerical Pricing of Derivative Claims
Path Integral Monte Carlo Approach. Miloje S. Makivic.
http://www.npac.syr.edu/users/miloje/Finan...
Derivatives Concepts A-Z
A glossary of derivatives-related terminology.
http://www.finpipe.com/derivglossary.htm
Black-Scholes Animation
Uses the power of computer animation and price-path simulations to teach the basics of stock options and to make Black-Scholes theory intuitively accessible.
http://www.optionanimation.com/
International Association of Financial Engineers (IAFE)
Promotes financial engineering through conferences, publications, and activities of regional chapters around the world.
http://www.iafe.org/
Introduction to Options
A course in 6 chapters jointly developed by the International Finance and Commodities Institute (IFCI) and Axone Services et Developpement SA.
http://finance.wat.ch/cbt/Options/
A Calculus of Risk
Article by Gary Stix.
http://www.ge.infm.it/~ecph/bibliography/s...
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2006