Finance, Mathematics, Financial Math, Economic Engineering - Liebl Method to solve Financial Mathematics problems.

Balducci's Actuarial Home Page - Mainly links.

Spontaneous Scaling Emergence in Generic Stochastic Systems - The paper is in postscript format.

Chicago Financial Mathematics Seminar - Organizer: Alexander Adamchuk.

Finance Express - Finance related material, derivatives, journals, databases, people, media: links by Philip Hoang.

Numerical Pricing of Derivative Claims - Path Integral Monte Carlo Approach. Miloje S. Makivic.

Devlin's Angle: A Nobel Formula - Article on the Black-Scholes theorem.

Derivatives Concepts A-Z - A glossary of derivatives-related terminology.

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.

Basic Library List-Business Mathematics - Compiled by the MAA.

International Association of Financial Engineers - University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering.

Introduction to Options - A course in 6 chapters jointly developed by the International Finance & Commodities Institute (IFCI) and Axone Services et Développement SA.

A Study of Option Pricing Models - Kevin Rubash.

CodEc - Software for Economics and Econometrics.

Sidebar on Black-Scholes for Risk Management - Working paper by Philip H. Dybvig and William J. Marshall.

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.

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.

Journal of Finance: Other Finance Related Sites - Web links for those interested in understanding and teaching financial ideas.

Cambridge Econometrics - Econometrics Training Services - A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia.

Financial Calculus - By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews.

A Calculus of Risk - Article by Gary Stix.

UvA-WINS: Financial Mathematics Links - Compiled at Korteweg-De Vries Instituut, Department of Mathematics, Amsterdam.