| 8. | 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.
www.econ.duke.edu |
| 12. | Financial Calculus | | | By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews.
www.financialcalculus.co.uk |
| 14. | Pricing and Hedging of Derivative Securities | | | By Lars Tyge Nielsen. An introduction to the theory of pricing and hedging of derivative securities in continuous time for researchers in both academia and the financial industry.
www.derivativesmath.com |
| 15. | 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.
www.geocities.com |
| 17. | Emanuel Derman | | | Includes biography and curriculum vitae. Also lists papers on quantitative strategies and articles written for Risk magazine.
www.ederman.com |
| 18. | CQF Mathematical Finance Forum | | | A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation.
www.cqf.info |
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