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Mathematical Economics and Financial Mathematics
You are here: Home > Mathematics > Applications > Mathematical Economics and Financial Mathematics
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(Denmark) University of Aarhus
Centre for Analytical Finance. Research in both theoretical and applied finance in Denmark.
http://www.caf.dk/
(Switzerland) Geneva Research Collaboration
The objective of the collaboration is to establish an international, open, and creative research framework for developing new mathematical and physical models in social science.
http://www.genevaresearch.org/
CQF Mathematical Finance Forum
A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation.
http://www.cqf.info/
Derman, Emanuel
Columbia University. Papers on quantitative strategies and articles written for Risk magazine, biography and curriculum vitae.
http://www.ederman.com/
Financial Calculus
By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews.
http://www.financialcalculus.co.uk/
International Association of Financial Engineers
University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering.
http://www.iafe.org/
Joshi, Mark
Royal Bank of Scotland. Interest rate modelling; Equity FX modelling; Risk Management; Credit Derivatives. Books, other publications and resources.
http://www.markjoshi.com/
Libor Market Model : A New Approach
A two-factor model using recombining binomial tree. Training, consultancy and resources.
http://www.libormarketmodel.com
Pricing and Hedging of Derivative Securities
By Lars Tyge Nielsen. A textbook in continuous-time finance theory, Oxford University Press, 1999. Preface, introduction, table of contents, index.
http://www.derivativesmath.com/
QuantLib
A free/open-source library for quantitative finance, written in C++ and exported to different languages such as Python, Ruby and Scheme.
http://quantlib.org/
Risk Waters Group Events
Sponsors conferences and training courses for the investment banking and energy industries. Includes list of upcoming meetings.
http://www.riskwatersevents.com/
Stock Options - Animated Tutorial and Analytics
An animated introduction to the Black--Scholes theorem. Includes graphs.
http://www.optionanimation.com/
UnRisk
A software tool for the robust, accurate and fast pricing of complicated financial derivatives. It has a C++ kernel, but can be used under Mathematica.
http://www.unriskderivatives.com/