the entire directory only in Applications/Mathematical_Economics_and_Financial_Mathematics

See also:

• Business: Financial Services: Insurance: Actuarial Science (148)
• Business: Investing (5,011)
• Science: Social Sciences: Economics (2,463)

• A Calculus of Risk - Article by Gary Stix.
• A Study of Option Pricing Models - Kevin Rubash.
• 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.
• Numerical Pricing of Derivative Claims - Path Integral Monte Carlo Approach. Miloje S. Makivic.
• 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.

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