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Mathematical Economics and Financial Mathematics

Applications of mathematics to economics and finance


MSC 2000
classes

Sites in Mathematical Economics and Financial Mathematics

Stock Options - Animated Tutorial and Analytics
An animated introduction to the Black--Scholes theorem. Includes graphs.
Balducci's Actuarial Home Page
Mainly links.
Devlin's Angle: A Nobel Formula
Article on the Black-Scholes theorem.
Derivatives Concepts A-Z
A glossary of derivatives-related terminology.
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.
A Calculus of Risk
Article by Gary Stix.
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.
CQF Mathematical Finance Forum
A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation.
Numerical Pricing of Derivative Claims
Path Integral Monte Carlo Approach. Miloje S. Makivic.
Introduction to Options
A course in 6 chapters jointly developed by the International Finance and Commodities Institute (IFCI) and Axone Services et Developpement SA.
Libor Market Model : A New Approach
A two-factor model using recombining binomial tree. Training, consultancy and resources.

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cross references

Business : Financial Services : Insurance : Actuarial Science Business : Financial Services : Insurance : Actuarial Science
Science : Social Sciences : Economics Science : Social Sciences : Economics

other references

Science : Social Sciences : Economics : Game Theory Science : Social Sciences : Economics : Game Theory
Mathematical Economics and Financial Mathematics  -  Directory Mathematical Economics and Financial Mathematics  -  Directory Mathematical Economics and Financial Mathematics  -  Directory Mathematical Economics and Financial Mathematics  -  Directory