Financial Planning

Wissenschaftlicher Verein Modernes Risk Management

CCEFM (Center for Central European Financial Markets)

Walter Schachermayer


Decision/Risk Analysis

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)

Finance Games

Stock Market Sims for the classroom (by Barbara Feldman)

Mathematical Tools Information-Based Complexity

MATLAB Environment for Financial Application Development

Comprehensive Lists of Links

Finance Site List

Finance Resources on the WWW

Barry Schacter's Risk Management Page

EconFAQ, Resources for Economists on the Internet ( ASCII version)

The Financial Web

Finance Links (Kellstadt Graduate School of Business)

Risk Management

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.

Free Financial Data

RISKWeb Mailing List and RISKWeb Archive


Tables of Contents of Financial Journals

Academe This Week

Applied Mathematical Finance

International Journal of Forecasting

Journal of Computational Finance

Journal of Corporate Finance

Journal of Finance

Journal of Financial Abstracts,

Journal of Financial and Quantitative Analysis

Journal of Financial Economics

Journal of Financial Education

Journal of Forecasting

Journal of Portfolio Management

Journal of Risk and Uncertainty

Journal of Risk Research

RiskNet, online risk management system for derivatives (commercial)

Financial Computations (J.F. Traub)

Thomas Sargent (with Matlab programs for his book Recursive Models of Dynamic Linear Economies)

Portfolio Management

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

Finance and Investment

Advanced Investment Technologies Center

ePOCA, Global Asset Allocation

Risk-Constrained Optimization in Strategic Planning

Financial Software

Campbell R. Harvey


Short Course on The Mathematics of Financial Risk Management (1998 SIAM Annual Conference, Toronto, July 12, 1998)

Plenary Speakers of 
                        - An International Workshop
                         June 6-8, 1998, HONG KONG

 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.

Some of My Other Pages

Computational Mathematics Links
Mathematics Links
Statistics Links
Mathematical Software
Global Optimization
my home page (

Arnold Neumaier (