Sites

Financial Numerical Recipes (Popularity: )

Discussion of algorithms and C++ code for advanced financial calculations by Bernt Arne Ødegaard.

Stock Options - Animated Tutorial and Analytics (Popularity: )

An animated introduction to the Black--Scholes theorem. Includes graphs.

Libor Market Model : A New Approach (Popularity: )

A two-factor model using recombining binomial tree. Training, consultancy and resources.

A Calculus of Risk (Popularity: )

Article by Gary Stix.

QuantLib (Popularity: )

A free/open-source library for quantitative finance, written in C++ and exported to different languages such ...

CQF Mathematical Finance Forum (Popularity: )

A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including ...

Devlin's Angle: A Nobel Formula (Popularity: )

Article on the Black-Scholes theorem.

DRW Trading Group (Popularity: )

Quantitative financial trading.

Software for EMM (Efficient Method of Moments) (Popularity: )

Code and User's Guide for EMM are freely available. Posted versions contain worked examples for ...

NumeriX - Advanced Analytics (Popularity: )

Software-based solutions to critical business problems using proprietary mathematical techniques.

Derivatives Concepts A-Z (Popularity: )

A glossary of derivatives-related terminology.

Global Derivatives 2002 (Popularity: )

Conference on the latest theoretical and practical insights into the most troublesome derivatives modelling issues. ...

Journal of Finance: Other Finance Related Sites (Popularity: )

Web links for those interested in understanding and teaching financial ideas.

Lester Ingber Research (Popularity: )

ASA: Adaptive Simulated Annealing Optimization of Nonlinear Systems. PATH-INTEGRAL: Path-Integral Calculations of Nonlinear Stochastic Systems.

Risk Theory by Arcady Novosyolov (Popularity: )

Deals with decision making as it applies to the financial and actuarial fields, including risk ...

Stapleton, Richard (Popularity: )

Manchester University. Interest rate models and the pricing of interest rate derivatives; Portfolio Theory given ...

Risk Waters Group Events (Popularity: )

Sponsors conferences and training courses for the investment banking and energy industries. Includes list of ...

Balducci's Actuarial Home Page (Popularity: )

Mainly links.

Society for Nonlinear Dynamics and Econometrics (Popularity: )

The Society seeks to promote the use of nonlinear methods in economics and finance from ...

Sidebar on Black-Scholes for Risk Management (Popularity: )

Working paper by Philip H. Dybvig and William J. Marshall.