Applications of mathematics to economics and finance
MSC 2000 classes
- 91Bxx Mathematical economics
- 62P05 Applications to actuarial sciences and financial mathematics
- 62P20 Applications to economics
Subcategories 7
Related categories 3
Sites 6
- 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.
- Libor Market Model : A New Approach A two-factor model using recombining binomial tree. Training, consultancy and resources.
- A Study of Option Pricing Models Kevin Rubash.
- Risk Theory by Arcady Novosyolov Deals with decision making as it applies to the financial and actuarial fields, including risk assessment and measurement, portfolio selection and ruin theory.
- 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.