See also:

• Business: Financial Services: Insurance: Actuarial Science  (164)
• Business: Investing  (5,154)
• Science: Social Sciences: Economics  (2,524)

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

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

CQF Mathematical Finance Forum  www.cqf.info A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation.

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

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

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

Journal of Finance: Other Finance Related Sites  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  www.libormarketmodel.com A two-factor model using recombining binomial tree. Training, consultancy and resources.

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

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

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

Society for Nonlinear Dynamics and Econometrics  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)  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  www.optionanimation.com An animated introduction to the Black--Scholes theorem. Includes graphs.

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