Mathematical Economics and Financial Mathematics (Science/Math/Applications/Mathematical_Economics_and_Financial_Mathematics)
up Mathematical Economics and Financial MathematicsApplications of mathematics to economics and finance MSC 2000 classes 91Bxx Mathematical economics 62P05 Applications to actuarial sciences and financial mathematics 62P20 Applications to economicsEntriesJournal of Finance: Other Finance Related Sites http://www.cob.ohio-state.edu/fin/journal/jofsites.htm Web links for those interested in understanding and teaching financial ideas. International Association of Financial Engineers http://www.iafe.org/ University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering. Society for Nonlinear Dynamics and Econometrics http://www-snde.rutgers.edu/SNDE/society/snde.html The Society seeks to promote the use of nonlinear methods in economics and finance from both a theoretical and empirical perspective. Numerical Pricing of Derivative Claims http://www.npac.syr.edu/users/miloje/Finance/Option1/option1.html Path Integral Monte Carlo Approach. Miloje S. Makivic. A Calculus of Risk http://www.ge.infm.it/~ecph/bibliography/stix98.html Article by Gary Stix. Libor Market Model : A New Approach http://www.libormarketmodel.com/ A two-factor model using recombining binomial tree. Training, consultancy and resources. Derivatives Concepts A-Z http://www.finpipe.com/derivglossary.htm A glossary of derivatives-related terminology. A Study of Option Pricing Models http://bradley.bradley.edu/~arr/bsm/model.html Kevin Rubash. Risk Theory by Arcady Novosyolov http://risktheory.narod.ru/ Deals with decision making as it applies to the financial and actuarial fields, including risk assessment and measurement, portfolio selection and ruin theory. Sidebar on Black-Scholes for Risk Management http://dybfin.wustl.edu/research/papers/riskman.bs.html Working paper by Philip H. Dybvig and William J. Marshall. Devlin's Angle: A Nobel Formula http://www.maa.org/devlin/devlin_11_97.html Article on the Black-Scholes theorem. Liebl Method To Solve Financial Mathematics Problems http://www.netpar.com.br/jonasliebl/math/ Detailed lesson with worked examples. Cambridge Econometrics - Econometrics Training Services http://www.cambridgeeconometrics.com/econometrics_training/about_econometrics_training.htm A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia. CQF Mathematical Finance Forum http://www.cqf.info/ A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation. Software for EMM (Efficient Method of Moments) http://www.econ.duke.edu/~get/emm.html 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. Stock Options - Animated Tutorial and Analytics http://www.optionanimation.com/ An animated introduction to the Black--Scholes theorem. Includes graphs. SubcategoriesCompanies Events Conferences, meetings, workshops in Mathematical Economics and Financial Mathematics People Researchers and practioners in Mathematical_Economics_and_Financial_Mathematics Publications Books, eprints, journals, magazines, newsletters, preprints and other publications in Mathematical Economics and Financial Mathematics. Research Groups Research groups in Mathematical Economics and Financial Mathematics. Software Software for mathematical economics or financial mathematics. Related categoriesActuarial Science This category is for any site related to actuarial science and the actuarial profession, members of whom are called actuaries. What is an actuary? Consider the following description from Economics Known by other scientists as the "Dismal Science," this field makes a serious effort to study and describe: The production, distribution, exchange, and consumption of wealth and the various related Game Theory Game theory is a mathematical theory of strategic interaction developed by economists, mathematicians and biologists. Investing Before submitting your site, please review the Guidelines for Submitting a Site. Any investment related site may apply for placement here. Check Neigbour categoriesCommunication Theory The mathematics of communications: entropy, information, channel capacity, Shannon's Theorems, coding and cryptography MSC2000 categories 94A Communication, information 94B Theory of Complex Systems "Complex systems" is an emerging field of science which generalises certain aspects of sociology, biology, physics and other traditional disciplines of science, as well as engineering, management, Control Theory This category is for site concerned with the mathematical theory of systems and their control. In engineering and mathematics, control theory deals with the behaviour of dynamical systems over time. Events Conferences, meetings, seminars and workshops dealing broadly with Applications of Mathematics. Information Theory Encyclopedia Britannica's says that "the chief concern of information theory is to discover mathematical laws governing systems designed to communicate or manipulate information. It sets up Mathematical Biology Applications and use of mathematics in the life sciences. Mathematical Chemistry Mathematics applied to Chemistry Mathematical Geosciences The application and use of mathematics in geology. Mathematical Psychology Applications of Mathematics to Psyschology. Organizations Sites of professional applied mathematics organizations, including national and international organizations. People Researchers in the Applications of Mathematics. Publications Books, journal, newsletters and other publications in the Applications of Mathematics. Research Groups Research groups in applications of mathematics. (This section is quite beta and buggy, have patience. Thanks)
Thumbnails powered by Thumbshots |