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Top: Science: Math: Applications: Mathematical Economics and Financial Mathematics (87)
See Also:
Financial Mathematics and Economic Engineering - Liebl Method to solve problems. Balducci's Actuarial Home Page - Mainly links. Spontaneous Scaling Emergence in Generic Stochastic Systems - The paper is in postscript format. Chicago Financial Mathematics Seminar - Organizer: Alexander Adamchuk. Devlin's Angle: A Nobel Formula - Article on the Black-Scholes theorem. Derivatives Concepts A-Z - A glossary of derivatives-related terminology. Basic Library List-Business Mathematics - Compiled by the MAA. Sidebar on Black-Scholes for Risk Management - Working paper by Philip H. Dybvig and William J. Marshall. 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. 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. Journal of Finance: Other Finance Related Sites - Web links for those interested in understanding and teaching financial ideas. Cambridge Econometrics - Econometrics Training Services - A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia. Financial Calculus - By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews. A Calculus of Risk - Article by Gary Stix. 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. 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. A Study of Option Pricing Models - Kevin Rubash. Colloquium 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. Emanuel Derman - Includes biography and curriculum vitae. Also lists papers on quantitative strategies and articles written for Risk magazine.
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