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• A Calculus of Risk - Article by Gary Stix.
• A Study of Option Pricing Models - Kevin Rubash.
• Balducci's Actuarial Home Page - Mainly links.
• Basic Library List-Business Mathematics - Compiled by the MAA.
• Cambridge Econometrics - Econometrics Training Services - A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia.
• Chicago Financial Mathematics Seminar - Organizer: Alexander Adamchuk.
• Colloquium Financial Mathematics Links - Compiled at Korteweg-De Vries Instituut, Department of Mathematics, Amsterdam.
• Derivatives Concepts A-Z - A glossary of derivatives-related terminology.
• Devlin's Angle: A Nobel Formula - Article on the Black-Scholes theorem.
• Emanuel Derman - Includes biography and curriculum vitae. Also lists papers on quantitative strategies and articles written for Risk magazine.
• Financial Calculus - By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews.
• Financial Mathematics and Economic Engineering - Liebl Method to solve problems.
• 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.
• 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.
• 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.
• Spontaneous Scaling Emergence in Generic Stochastic Systems - The paper is in postscript format.
• Stock Options -- The Animated Tutorial - An animated introduction to the Black--Scholes Theorem.
• Search our Wiki for Mathematics Economics Financial - Find more information about this subject by clicking here