CCEFM (Center for Central European Financial Markets)
Macro-Investment Analysis (an online book by Nobel laureate William Sharpe, with Matlab Programs)
The Intelligent Asset Allocator (an online book by William J. Bernstein)
Mathematics of Financial Derivatives (lecture notes by Peter Carr)
Financial Economics (Syllabus by Charles Jones)
Empirical Research in Finance (Syllabus)
Financial Decision Making (Syllabus)
MATLAB Environment for Financial Application Development
Barry Schacter's Risk Management Page
EconFAQ, Resources for Economists on the Internet ( ASCII version)
Finance Links (Kellstadt Graduate School of Business)
Options Exchange, Educational Materials for Investors
A collection of authoritative reference books on fixed income and equity instruments, derivatives, and portfolio management from some of the most prolific contributors to financial theory and practice.
RISKWeb Mailing List and RISKWeb Archive
International Journal of Forecasting
Journal of Computational Finance
Journal of Financial Abstracts,
Journal of Financial and Quantitative Analysis
Journal of Financial Economics
Journal of Financial Education
Journal of Portfolio Management
Journal of Risk and Uncertainty
Financial Computations (J.F. Traub)
Thomas Sargent (with Matlab programs for his book Recursive Models of Dynamic Linear Economies)
Contingency Analysis home page
``over 1,000 pages of information on financial risk management.
Topics include: value at risk, derivative instruments, credit risk
and financial engineering.''
Computational Economic Modeling
Advanced Investment Technologies Center
ePOCA, Global Asset Allocation
Risk-Constrained Optimization in Strategic Planning
Short Course on The Mathematics of Financial Risk Management (1998 SIAM Annual Conference, Toronto, July 12, 1998)
Plenary Speakers of RECENT DEVELOPMENTS IN DERIVATIVE SECURITIES MARKETS - An International Workshop June 6-8, 1998, HONG KONG http://www.cityu.edu.hk/ma/conference/finance.html Michael Brennan, University of California, Los Angeles, USA Freddy Delbaen, ETH-Zentrum, Switzerland Philip H. Dybvig, Washington University in Saint Louis, USA Ioannis Karatzas, Columbia University, USA Jean M. Lasry, Banque Paribas, France Marek Musiela, University of New South Wales, Australia Anthony Neoh, Chairman, Securities and Futures Commission, Hong Kong Shige Peng, Shandong University, P. R. China Stanley R. Pliska, University of Illinois at Chicago, USA Alec Tsui, Chief Executive, The Stock Exchange of Hong Kong Ltd. Frank K. S. Wong, Chairman, Hong Kong Futures Exchange Ltd.
Arnold Neumaier (Arnold.Neumaier@univie.ac.at)