Financial, Economic, and
Others Selected Links

Last update: January 2004 (checked out ~50% of the links in 2003 and several links were added in January 2004).

The Scout Report for Business and Economics Web-news service for Business and Economics with mailing list. Information, learning resources, links for related sites, and more.
Warning: the last issue was in May 31, 2001, unfortunately set the end for this publication. But the last issue and about others 80 issues remain available for consulting.

The Nobel Prize Channel. Multimedia resources for Nobel laureated works. Need some plug-ins (Shockwave, Real Player, Quick Time, Cosmo VRLM)

Bernt Arne Ødegaard Website Excellent website with a lot of resources.
See the outstanding Financial Numerical Recipes, with C++ codes for financial applications

Laboratório Virtual de Finanças. With many resources for finance students and teachers, like spreadsheets to download, books reviews, etc. Worth to see (in Portuguese).

Finance Links from the University of Calgary, Haskayne School of Business. Well organized with many links on financial/economics/management.

Wachowicz's Web World Multimedia materials and lots of links organized according his textbook.

Simon Benninga's Website Several materials including Excel spreadsheets and related with his textbooks, working papers and more.

Brealey and Myers - Principles of Corporate Finance Website for their popular textbook. Multimedia materials and links organized according the book.

Economagic: Economic Time Series Data Page Several time series data, including Excel spreadsheets, pdf charts and more. Very useful free service.

Inomics - The Internet Site for Economists Several services including working papers search, job and conferences announcements, and more. Very useful free service.

Virtual Business Research Center. With lot of well organized links for managers and researchers.

Mathtools.net. Technical computing portal for engineers, financial modelers, and scientists. With useful links.

Society for Computational Economics. With links for the SCE's conferences, discussion groups, teaching and more.

Project Finance Portal. From Harvard Business School, with several project finance data, rating agencies, and other research resources.
See Related Finance Books and Articles, and
also the Related Finance Sites.

Information For Finance Executive at Ohio State University

Bill Goffe's Resources for Economists on the Internet. See also this link.
See the WWW Virtual Library in Economics.

Financial Management Association

Economics Web Institute. The site is devoted to freely offer economic data, theoretical reflections and interactive software models to researchers and students in economics and banking management.

NewsGroup: sci.finance.abstracts

NewsGroup: misc.invest.options

FinMarX - Financial Markets Exchange. Forum which enables participants to raise and answer questions on any subject relating to the financial markets.

Others Websites of Links Collections:

Institut de Finance Mathématique de Montréal. Finance links with focus in derivatives/real options, with comments. Nice service.

Professor Ian Giddy's Financial Resources on the Web

Search Partners' Finance Virtual Library.
See also this alternative link.

2) Finance and Economics Journals

Journal of Finance. Now in a new address. Forthcoming papers (full papers text), abstracts, and more!

The Review of Financial Studies Online Abstracts. Full text for past issues.
See also Society of Financial Studies

Journal of Financial and Quantitative Analysis Forthcoming papers and abstracts

International Journal of Theoretical and Applied Finance Abstracts. Download full text papers from the Free Online Sample Issue.

European Finance Review. Journal of the European Finance Association. Full text of past issues.

Elsevier's Journals Abstracts of many important journals, such as Journal of Financial Economics, Journal of Economics Dynamic and Control, Journal of Corporate Finance, Journal of Econometrics, and others.

The RAND Journal of Economics WWW Page. With abstracts.
See also this alternative link.

Quarterly Journal of Economics.The oldest professional journal of economics in English

Derivatives Strategy Online articles and books reviews (Netscape users had been experimenting problems in this website designed to Internet Explorer).

Brazilian Electronic Journal of Economics Online full text articles journal. In English.

Finance and Stochastics See abstracts of this journal from Springer-Verlag.

Risk Publications - Several journals and books.

Journal of Computational Finance - Very important journal from Risk Pub.

e-JEMED. Electronic Journal of Evolutionary Modeling and Economic Dynamics. A starting-up e-journal.

Journal of Financial Transformation. With full text articles.

3) Universities, working papers archives, and learning materials.

Finance Faculty Directory by University Links to access the finance professors homepages, most with research and class notes materials. At Ohio State University.

Economists with Web Pages Search engine to find out economists web pages, and others resurces. At MIT.

National Bureau of Economic Research. With papers to download.

NetEc at the Washington University, USA Research in economics: papers collections for download (with search facility)

Working Paper Archive (WPA) from Washington University

ResearchIndex. Great facility to search papers, including full text to download, list of related papers and more.

MIT Laboratory for Financial Engineering. With papers to download and more.

Risk Lab - Switzerland. With papers to download and more.

CIRANO: Center for Interuniversity Research and ANalysis on Organizations Canadian papers

Centre for Analytical Finance - CAF Working Papers. From Denmark. With many papers to download and more.

Decision Analysis Society - Working Paper Archive. With papers to download.

WoPEc - Working Papers in Economics

Web Ec ( USA) - WWW Resources for Economists

Prof. Savage's home page. Professor from Stanford and consultant for oil companies. Very nice website with several learning materials.
See for example the online article The Flaw of Averages. See also the animation.

Srinivasan's home page. With course materials.

Ravi Shukla's Website. With online investments textbook, papers and other materials and resources for finance students and researchers.

Corporate Finance. Course outline with reading and web links suggestions by topic. From Edith Cowan University.

Alexander McNeil's Webpage. With several papers to download. Focus on Extreme Value Theory

Research summary from Prof. Robert Nau Very interesting online article summarizing the modern decision analysis theory, which has many contact points with options theory. See his description on equilibria, arbitrage and risk neutral probability.

Cyber Economics Hipertext Lessons in Economics (two-semester course overview) by Prof. Robert Schenk

Business Administration Course from University of Berkeley (USA). See also options topic

Prof. Berk's site at University of Washington Working papers and course materials

Management Accounting Information Center With articles to download, links, and other resources for management accountants.

Financewise. With some materials/articles (from Risk magazine), websites reviews, etc.

The Financial Engineering at Columbia University. With articles and presentations to download.
See also this more general link to working papers at Columbia.

Hypertext Course on Financial Risk Management. By Prof. D.R. Watson, from University of Tasmania. Structured to follow the Hull's textbook on introduction to derivatives.

4) Derivatives (financial)

John Hull Homepage With Powerpoint slides and software for his best-selling books on derivatives.

E. G. Haug's Website Excellent, with several materials like papers, spreadsheets, Java calculator, and much more. See in special the Quasi-Monte Carlo page.

Steve Mann Homepage With several materials like Powerpoint slides and spreadsheets.

Rubinstein's Mega- Website With interesting materials on derivatives See the PowerPlus Picture Book demo slides or download the whole demo

See at Ohio State University, Links to Finance Professors with Interest in Derivatives, and also Links to Finance Professors with Interest in Investments and Asset Prices. Several homepages with research and course materials

Global Derivatives. Excellent service with lots of resources for researchers, students, and even professionals.
See for example the page of derivatives spreadsheets to download.
See also the page of Matlab programs to download.

Robert's Online Option Pricer Java language to calculate online many financial assets, including American Call Option

Prof. Avellane's website from New York University. Derivatives course materials, papers, and more.
(Netscape users had been experimenting problems in this website designed to Internet Explorer)

CIBC School of Financial Products. Several facilities and materials online, including some Risk Magazine's Charles Smithson articles

The Office for Futures and Options Research. From University of Illinois at Urbana-Champaign. With working papers to download, softwares and more.

Prof. Peter Carr's home page at New York University - Papers and more!

Prof. Marti Subrahmanyam Webpage at New York University - Several Papers to download.
(Netscape users had been experimenting problems in this website designed to Internet Explorer)

Prof. Craig W. Holden's home page at Indiana University - Excel softwares!
Read also about the Excel-Based 'Movie' to Teach Term Structure Dynamics.

Financial Engineering Associates Online papers and more.

Wilmott Website Author of the best-selling book Derivatives. Site with papers and spreadsheets to download and more.

FinMath. Financial Mathematics, Financial Engineering and Risk Management.
News, conferences announcement, and more, with focus in derivatives.
See for example the table of contents from bestsellers books in finance.

Exotic Options Information. By Jeremy D. Weinstein.
See also Energy Derivatives and Power Marketing with several links

Dr. Jiri's Website. Papers to download on contingent claims

WebRisk. Pricing options online with Javascrip. There is an option for detailed calculation, which presents critical price and other details.
The source code is available online. Excellent.

The Derivatives Laboratory from NUMA

Contingency Analysis - Discussion groups, Papers and more.

DerivativesModels.com - Financial Derivatives On-line, with online calculators for vanilla and exotics options. Very good website.

Stewart-Peterson Options Course Free, but registration required

The Derivatives' Zine Very good web site by Prof. Margrabe

Bernt A. Ødegaard, website at the Norwegian School of Management See particularly the C++ page. See also the very useful online algorithms webpage.

The Mathematics of Financial Derivatives. A multimedia intensive website, with educational materials on derivatives. The plug-in Shockwave is recommendable to surf in this website.

Metin Kilic's Website.
With many derivatives and risk management models in Excel to download.

Prof. Don Chance web site from Virginia Tech. Materials on derivatives.

AgriBiz Markets and Analysis - Lot of commodity market data and links. Option calculator (Joint project with The Office for Futures and Options Research) and materials.
Warning: Netscape users had been experimenting problems in this website designed to Internet Explorer.

Nassim Taleb Home Page See the Value at Risk Debate: Taleb x Jorion point of views and many other finance materials.

Black & Scholes Option Model - Online article by Prof. Kevin Rubash from Bradley University

Ruediger Frey's Webpage. With several papers to download. Focus on Derivatives

Walter Schachermayer's Webpage. With several papers to download. Focus on Maths of Finance and Derivatives. See also this alternative link.

Ray Steele's Website. Options Home Page - Black Scholes Options Pricing

Peter A. Forsyth's WebPage. With several papers and course materials to download on derivatives

Bachelier Finance Society.
See also this alternative link

Prof. Harikumar Sankaran's derivatives links from University of Alaska Fairbanks

Prof. Turalay Kenc's Website. From Imperial College, UK. With teaching materials to download, research papers, links, and more.

E-Group: Lista de Risco de Mercado Brazilian discussion list with foruns, news, papers to download, and more, on market risk and derivatives (in Portuguese).

5) Risk Management (including VaR), Financial Consulting and Softwares

Financial Engineering News . Consulting services, publications, softwares.

AnalyCorp - Analytical Business Models in Excel. By Prof. Savage from Stanford University, author of Insight.xla and XLSim.

RiskAmerica.com.
Excellent service for risk management community, with many papers to download, online articles, updated information like the forward curves for oil and cooper, and much more. Service from Chile. In Spanish.

Spreadsheets in Education. Links, bibliography, papers, and more. With emphasis on mathematics and statistics education.

Mathtools.net. Technical computing portal for engineers, financial modelers, and scientists. The portal is provided as a free service to the scientific community and contains useful links for technical computing programmers.

Joost M.E. Pennings Homepage. Professor from University of Illinois at Urbana-Champaign, Office for Futures and Options Research. See also this link

Palisade. Softwares for risk analysis. Host of the popular Excel add-in @Risk. New product: Risk-Optimizer, which can be used for real options applications.

Decisioneering's Website. Softwares for risk analysis. Host of the popular Excel add-in Crystal Ball. Several resources and articles on risk analysis.

Mônica Barros' Website. Teaching and consulting services by Prof. Mônica Barros with sections on probability, stochastic processes, statistical inference, and risk management. With presentations to download. In Portuguese.

Lacima . Consulting services for financial derivatives, with focus on exotic and commodities derivatives. Some papers available to download.

Charles River Associates. Business consulting services for financial, economics and law.

PTCFO, Inc. . Consulting services for family owned business.

Econos Consulting Services. Specialists in finance, with option pricing software demo available.

All About Value at Risk (VaR). Website by Barry Schachter, VP of Chase Manhattan Bank. With working papers, softwares, discussion list and more!

Algorithmics . Consulting services for financial risk management software.

Bobs Guide to to financial technology in Risk Management and Treasury. With several products and services, including software, books, etc.

Intelligent Financial Systems from TechHackers. Consulting and softwares services in financial systems. See also this alternative link Street Math.

Lattice Financial. Financial Risk Management and Optimization Software. With articles online and other resources.

www.excel-vba-access.com. Tips and materials on VBA (Visual Basic for Applications) for MS Excel and MS Access.

Econometric Software Links. A large and well done collection of links by The Econometrics Journal.

Max Value. Consulting services for risk analysis and management by John Schuyler.

IDG Capital Group, Inc.. Consulting services for corporate finance and EVA (economic added value).
See his page of resources with papers and links.

Risktech.com.br. Important Brazilian website on financial market, risk analysis, and derivatives. Many services avaliable (in Portuguese).

InvestShop.com. Other important Brazilian website on financial markets, with online quotes from stock exchange and others markets. Many services avaliable (in Portuguese).

OctaPlus - Financial Analytics. Brazilian consultants in financial market, risk analysis, and derivatives. Many resources avaliable (in Portuguese).
See for example the page of links and the page with papers to download

Part II: Petroleum, Search and Others Links

6) Petroleum Links

SPE - Society of Petroleum Engineers - Home Page
Oilnergy Oil, gas, and oil-derivatives prices (including futures up 12 months ahead)
Bloomberg Oil and Oil-Derivatives Prices
Oil News. Oil industry news and events.
Oil and Gas Prices at Go Tech
Platts: News, Oil and Gas Prices and more.
sci.geo.petroleum Internet Resources Lots of links, very interesting
IAEE: International Association for Energy Economics, which sponsor the Energy Journal
John S. Herold, Inc. Traditional company in reserves market
Oil Online Lots of information to oil industry
US Dept. of Energy Analysis of petroleum sector of many countries, and more
UK DTI News releases and informations

NewsGroup:sci.geo.petroleum
William K. Aylor's Website Several papers and presentation on the value of 3-D seismic.
Subsurface Technology AS ("SubTech") Calendar of conferences, seminars, and more.
Oil Career Professional Placement Services for Oil Industry, with many services, newsletter, etc.
Petroleum and Geosystems Engineering Source From University of Texas at Austin (USA)
Newspage: Oil Industry News
Links in Energy and Petroleum. From Phoenix Energy Marketing Consulting Inc.
Petrobras A large Brazilian petroleum company, currently with outstanding three languages web site!

7) Search

Google Excellent search engine. Updated database with more than one billion webpages!
All the Web Another excellent search engine. Updated database with more than one billion webpages!
Alta Vista Top search engine, large database of Web pages. For WWW and Usenet.
Excite Top search engine with a large database.
HotBot Top search engine with a large database, easy advanced search.
Go.com Large search engine (old-name: Infoseek).
Lycos Top search engine with a large database.
YAHOO. Traditional and popular search/directory website.
MonkeySweat New search engine, with a very good service.
WebCrawler Large search/directory engine.
ComFind Global Business Directory.
Business.com The Business Search Engine. With thematic directories, e.g., Energy and Weather Derivatives.
Deja.com - Usenet Research Service for Usenet.
See also the Deja.com search for products to buy in the web.

- - - - - - - - - - -Brazilian Search Engines (in Portuguese): - - - - - - - - - - -
Radar UOL Very good Brazilian search engine. Combines large database with ease advanced search (like HotBot).
Surftrade Search service for business
Cadê? Pioneer and traditional directory/search.
Onde Ir?
Busca Web Search engine from Starmedia.

8) Books: Bookstores, Publishers, Libraries

Amazon.com Bookstore Giant bookstore, internet pioneer. Nice customers relations.
Amazon.co.uk. Britannic version of Amazon. Some books are easier here.
The Internet Book Shop Giant bookstore from UK.
Barnes and Noble
Books Stacks Large bookstore.
Publishers' Catalogues Home Page Publishers in the United States
BookWire - Book Information
Bookshops and Publishers in UK.
Books: List of pressers and more. Provides by Cambridge University Press
Betabooks from McGraw-Hill Online books (computing)
The Library of Congress of USA
The British Library

9) Mathematical and Operational Research Websites

Numerical Recipes. Eletronic version for C and Fortran.
See for example the page to download the Acrobat/pdf version of C.
Mathematics Archives WWW Server
See also Probability Archives with several interesting links.
Electronic Journal of Probability and Electronic Communications in Probability. Two eletronic journal on probability, with downloadable papers.
JOMA - Journal of Online Mathematics and its Applications. With articles and several resources such as the nice mathlets.
Dr. Hossein Arsham Homepage. Specialist in mathematical modeling.
See for example the nice webpage on Probability and Statistics Resources
Prof. Garud Iyengar's Website. From Columbia University. See/download their class notes on simulation and optimization.
Prof. Ernesto Mordecki Homepage. With papers and presentations in stochastic processes with focus on Lévy processes theory and applications.
Goldsim. Dynamic stochastic simulation environment.
Java at Xanadu. Web tools for mathematics, including Java applet of Brownian motion.
Stochastic Differential Equation Information. With lectures notes and SDE Solver Software to download.
Stochastic Analysis. With many interesting resources on stochastic processes, risk theory, mathmatical finance, derivatives, and more.
Differential Equations Module Online.
Calculus Modules Online.
American Mathematical Society
Risk Theory site. By Novosyolov. Insurance, VAR, and so on.
Wiener Process Java Simulator Simulation Solutions of the Stochastic Differential Equation at Penn University.
See also: Solution of the simplest stochastic DE model for asset prices; Ito's lemma By Prof. Dennis DeTurck
Reflective Learning with Neural Networks: Bayesian and Exploration Techniques Methods to model technical uncertainty, with some multimedia material
The Probability Web Several resources.
Business Statistics Prof. Arsham's online course on statistics.
Common Probability Distributions Download the Compendium with the description of 56 different distributions.
The Normal Distribution Tutorial All about the Normal distribution, including Javascript facilities for probabilities calculation.
Dynamic Programming and Stochastic Control Course materials by Prof. Dimitri Bertsekas, from MIT.

10) Monte Carlo (MC) and Quasi-Monte Carlo (QMC) Links.

Monte Carlo and Quasi-Monte Carlo Methods Website A comprehensive website on MC and QMC, with bibliography, links to softwares, algorithms to download, conferences and more.
LibSeq - Low Discrepancy Sequence Library C++ library from the article Fast Generation of Randomized Low Discrepancy Points Sets by Friedel and Keller. Download the paper, algorithms, and more.
Niederreiter and Xing Sequences. A new low discrepancy approach for higher dimensional cases. With paper and algorithm codes to download, and more.
See also this alternative link.
In special, see the very nice 3D interactive stereo scatter plot of a Niederreiter-Xing sequence
Valuation of Derivatives Securities Using Quasi-Random Monte Carlo By E.G. Haug, including an Excel spreadsheet to download.
Prof. Papageorgiou's Website. At Columbia University. See details on the Finder software, papers to download, and more.
Prof. Owen's Website. From Stanford University. See the scrambled nets for high dimensional integration.
Prof. Okten's Website From Ball State University. With papers, presentations and links.
Prof. Niederreiter's Website. Top researcher in QMC methods
Prof. J.F. Traub's Website From Columbia University. With papers to download and more.
See also this link and also this link.
The History of Monte Carlo Method Interesting website by Sabri Pllana.
See also this alternative link.
QMC Links and others informations By Prof. Schmid, from University of Salzburg.
PLab - Theory and Practice of Random Number Generation. From University of Salzburg. With links and lot of informations on random number generators.
See for example the Literature on Random Number Generators.
Simulation of Arithmetic Brownian Motion. With a Java applet, very nice learning tool. By Prof. DeTurck.
See also this more general course link.
See also the Simulation of Geometric Brownian Motion.
Simulation of commodity prices with geometric Brownian motion applet
Random Numbers and Monte Carlo methods Links from The World-Wide Web Virtual Library.
Prof. Pierre L'Ecuyer's Website. With a lot of papers to download.
The INFORMS College on Simulation. Lots of news, links and informations.
See also the papers available to download from the WCS 2000.
The Society for Computing Simulation International. Conferences, publications, and other resources.
Prof. Fred J. Hickernell's Website. From Hong Kong Baptist University. With papers to download and more
Karl Entacher's Website. See in special the online article On The Beauty of Uniform Distribution Modulo One See also this link.
Alternative link.
Prof. Halton's Website. Top researcher from University of North Carolina at Chapel Hill.
Winter Simulation Conference - A Simulation Odyssey. The December 2001 conference (in Arlington, USA) news and more
Eurosim - European Union Simulation . Teaching resources, news and more
Using Simulation for Option Pricing. Article by John M. Charnes from University of Kansas. With paper, presentation, and Excel files to download.
Monte Carlo Method. Online white paper on the Monte Carlo Method from Contingency Analysis website.
David Vose's Website. The author of Risk Analysis - A Quantitative Guide, with links and consultancy.
Simulation Modeling and Analysis. The website of the textbook of Law and Kelton. With some C and Fortran codes and resources for instructors.
The Prime Pages. All about prime numbers, which are largely used in quasi-Monte Carlo simulation. Lists of the first prime numbers up to 10,000,000, the history of prime numbers, the largest prime number, and more.
Risk!Mind. Website on Monte Carlo Simulation. With seminars, links, publications and more.
3rd Imacs Seminar on Monte Carlo Method (2001). September 2001 at University of Salzburg.
MCQMC 2000. Fourth International Conference On Monte Carlo and Quasi-Monte Carlo Methods In Scientific Computing.
Second IMACS Seminar on Monte Carlo Methods, 1999
Random Numbers on the Web. Links from the National Center for Supercomputing Applications (NCSA).
Pseudo Random Number Generators. With C, C++, and SMS codes to download.
DIEHARD. The battery of tests for random number generators developed by George Marsaglia. Codes and executables to download in C, DOS, Linux, and Sun.
Course on Monte Carlo. By Prof. Liu, from Stanford University. With Lectures Notes to download.
ENT - Pseudorandom Number Sequence Test Program. With MS-DOS code to download, online chi-square calculator, and more.
Prof. Van Roy's Website. From Stanford University. Download papers on Monte Carlo Simulation for American option with Prof. Tsitsiklis from MIT (2001 and 1999).
See this alternative page from Prof. Tsitsiklis' website.
Free Excel add-in for Monte Carlo simulation. Download Simtools.xla an Excel add-in developed by R. Myerson that runs Monte Carlo simulation.

11) Others: PUC-RJ; Usenet FAQs; Landell de Moura; Software Companies

PUC-RJ - Pontifícia Universidade Católica do Rio de Janeiro (in Portuguese)
USENET - FAQs
Tribute to the Scientist Landell de Moura The Brazilian Scientist Landell de Moura was the first (1900) to patent the wireless VOICE transmission. Site in Portuguese.
The Top Sites of the Web from Point Communications Corp.
Microsoft
Netscape

Unfortunately for the links collections, some websites change the address (URLs) of several pages too frequently and without previous notice. In addition, webpages remain with high rate of birth and death in the cyberspace. I'm trying to keep these links updated, but it is not an easy task, there are too much links to check out.
I apologize for any link that doesn't work well. Several problems are temporary (server in maintenance or something like that), so try other day if this happen with any link.
If you find out a link that really doesn't work, I'll be grateful if you let me know.

Disclaimer: the usual disclaimer applies.

Back to "Contents" (the main page)

Financial, Economic, and Others Selected Links

Contents:

Part I: Financial and Economic Links

Part II: Petroleum, Search and Others Links