Web Directory

» A Calculus of Risk
   Article by Gary Stix.
   http://www.ge.infm.it/~ecph/bibliography/stix98.html

» A Study of Option Pricing Models
   Kevin Rubash.
   http://bradley.bradley.edu/~arr/bsm/model.html

» Derivatives Concepts A-Z
   A glossary of derivatives-related terminology.
   http://www.finpipe.com/derivglossary.htm

» Devlin's Angle: A Nobel Formula
   Article on the Black-Scholes theorem.
   http://www.maa.org/devlin/devlin_11_97.html

» International Association of Financial Engineers
   University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering.
   http://www.iafe.org/

» Journal of Finance: Other Finance Related Sites
   Web links for those interested in understanding and teaching financial ideas.
   http://www.cob.ohio-state.edu/fin/journal/jofsites.htm

» Libor Market Model : A New Approach
   A two-factor model using recombining binomial tree. Training, consultancy and resources.
   http://www.libormarketmodel.com

» Liebl Method To Solve Financial Mathematics Problems
   Detailed lesson with worked examples.
   http://www.netpar.com.br/jonasliebl/math/

» Numerical Pricing of Derivative Claims
   Path Integral Monte Carlo Approach. Miloje S. Makivic.
   http://www.npac.syr.edu/users/miloje/Finance/Option1/option1.html

» 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.
   http://risktheory.net/

» Sidebar on Black-Scholes for Risk Management
   Working paper by Philip H. Dybvig and William J. Marshall.
   http://dybfin.wustl.edu/research/papers/riskman.bs.html

» 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.
   http://www-snde.rutgers.edu/SNDE/society/snde.html

» 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.
   http://www.econ.duke.edu/~get/emm.html

» Stock Options - Animated Tutorial and Analytics
   An animated introduction to the Black--Scholes theorem. Includes graphs.
   http://www.optionanimation.com/