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Stock Options - Animated Tutorial and Analytics
An animated introduction to the Black--Scholes theorem. Includes graphs.
http://www.optionanimation.com/
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Devlin's Angle: A Nobel Formula
Article on the Black-Scholes theorem.
http://www.maa.org/devlin/devlin_11_97.html
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Derivatives Concepts A-Z
A glossary of derivatives-related terminology.
http://www.finpipe.com/derivglossary.htm
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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
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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
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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
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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
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A Calculus of Risk
Article by Gary Stix.
http://www.ge.infm.it/~ecph/bibliography/stix98.html
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International Association of Financial Engineers
University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering.
http://www.iafe.org/
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CQF Mathematical Finance Forum
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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