Companies
DRW Trading Group, EViews, Financial Engineering Associates, Inc., Financial Engineering News, Lester Ingber Research, NumeriX - Advanced Analytics, Olsen and Associates, Prediction Company, Quickmetrics, RiskEye
Events
Past Events, Developments in Quantitative Finance, Financial Mathematics and Financial Engineering Li, Risk Waters Group Events, SFOA - Events, Spring School in Finance, Yield Management and Dynamic Pricing
People
Challet, Damien, Derman, Emanuel, Howison, Sam, Joshi, Mark, Leung, Tim Siutang, Sepp, Artur, Stapleton, Richard
Publications
Journals, Basic Library List-Business Mathematics, Concepts and Practice of Mathematical Finance, Designs Patterns and Derivatives Pricing, Financial Calculus, Pricing and Hedging of Derivative Securities, Spontaneous Scaling Emergence in Generic Stochasti
Research Groups
(Denmark) University of Aarhus, (Germany) Universitaet Freiburg, (Switzerland) Geneva Research Collaboration, (UK) University of London, King's College, (UK) University of Oxford, (UK) University of Oxford, (USA) Carnegie Mellon University, (USA) Northwestern University
Cambridge Econometrics - Econometrics Training Ser
A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia.
Colloquium Financial Mathematics Links
Compiled at Korteweg-De Vries Instituut, Department of Mathematics, Amsterdam.
CQF Mathematical Finance Forum
A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation.
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.
Introduction to Options
A course in 6 chapters jointly developed by the International Finance and Commodities Institute (IFCI) and Axone Services et Developpement SA.
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.
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.