Applications of mathematics to economics and finance
- 91Bxx Mathematical economics
- 62P05 Applications to actuarial sciences and financial mathematics
- 62P20 Applications to economics
Related categories 3
Libor Market Model : A New Approach
A two-factor model using recombining binomial tree. Training, consultancy and resources.
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.
Sidebar on Black-Scholes for Risk Management
Working paper by Philip H. Dybvig and William J. Marshall.
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.
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.
A Study of Option Pricing Models
Last update:December 7, 2016 at 17:15:05 UTC