Directory of Mathematical Economics and Financial Mathematics Resources

Applications of mathematics to economics and finance

Subcategories

A Study of Option Pricing Models

http://bradley.bradley.edu/~arr/bsm/model.html
Kevin Rubash.
Libor Market Model : A New Approach

http://www.libormarketmodel.com/
A two-factor model using recombining binomial tree. Training, consultancy and resources.
Risk Theory by Arcady Novosyolov

http://risktheory.net/
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

http://dybfin.wustl.edu/research/papers/riskman.bs.html
Working paper by Philip H. Dybvig and William J. Marshall.
Society for Nonlinear Dynamics and Econometrics

http://www.sndeecon.org/
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)

http://www.econ.duke.edu/~get/emm.html
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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