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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.
Numerical Pricing of Derivative Claims
Path Integral Monte Carlo Approach. Miloje S. Makivic.
International Association of Financial Engineers
University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering.
Journal of Finance: Other Finance Related Sites
Web links for those interested in understanding and teaching financial ideas.
Devlin's Angle: A Nobel Formula
Article on the Black-Scholes theorem.
Sidebar on Black-Scholes for Risk Management
Working paper by Philip H. Dybvig and William J. Marshall.
Colloquium Financial Mathematics Links
Compiled at Korteweg-De Vries Instituut, Department of Mathematics, Amsterdam.
A Study of Option Pricing Models
Kevin Rubash.
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