Applications of mathematics to economics and finance
MSC 2000 classes
A two-factor model using recombining binomial tree. Training, consultancy and resources.
Deals with decision making as it applies to the financial and actuarial fields, including risk assessment and measurement, portfolio selection and ruin theory.
Working paper by Philip H. Dybvig and William J. Marshall.
The Society seeks to promote the use of nonlinear methods in economics and finance from both a theoretical and empirical perspective.
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.
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