Science, Math, Applications, Mathematical Economics and Financial Mathematics
See Also:
- Working paper by Philip H. Dybvig and William J. Marshall.
- A course in 6 chapters jointly developed by the International Finance and Commodities Institute (IFCI) and Axone Services et Developpement SA.
- A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia.
- The Society seeks to promote the use of nonlinear methods in economics and finance from both a theoretical and empirical perspective.
- Web links for those interested in understanding and teaching financial ideas.
- Deals with decision making as it applies to the financial and actuarial fields, including risk assessment and measurement, portfolio selection and ruin theory.
- 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.
- A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation.
- A two-factor model using recombining binomial tree. Training, consultancy and resources.
- Article by Gary Stix.
- An animated introduction to the Black--Scholes theorem. Includes graphs.
- Compiled at Korteweg-De Vries Instituut, Department of Mathematics, Amsterdam.
- A glossary of derivatives-related terminology.
- Article on the Black-Scholes theorem.
- Path Integral Monte Carlo Approach. Miloje S. Makivic.
- Mainly links.
- University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering.
|
|
|
