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Centre for Analytical Finance. Research in both theoretical and applied finance in Denmark. http://www.caf.dk/ |
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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/ |
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A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation. http://www.cqf.info/ |
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Columbia University. Papers on quantitative strategies and articles written for Risk magazine, biography and curriculum vitae. http://www.ederman.com/ |
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By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews. http://www.financialcalculus.co.uk/ |
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University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering. http://www.iafe.org/ |
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Royal Bank of Scotland. Interest rate modelling; Equity FX modelling; Risk Management; Credit Derivatives. Books, other publications and resources. http://www.markjoshi.com/ |
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A two-factor model using recombining binomial tree. Training, consultancy and resources. http://www.libormarketmodel.com |
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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/ |
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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/ |
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Sponsors conferences and training courses for the investment banking and energy industries. Includes list of upcoming meetings. http://www.riskwatersevents.com/ |
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An animated introduction to the Black--Scholes theorem. Includes graphs. http://www.optionanimation.com/ |
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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/ |
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