Financial, Economic, and
Others Selected Links
Last update: January 2006 (checked out ~50% of the links in 2003 and several links were added in January 2004 and some others in 2005/2006).
Contents:
Part I: Financial and Economic Links
1) General Financial and Economics
Resources, including links collections.
2) Finance and Economic Journals
3) Universities, Working Papers Archives and
Learning Materials.
4) Derivatives (financial)
5) Risk Management (including VaR), Financial Consulting and Softwares
6) Market Institutions: Stock Exchanges, Commodities, Derivatives and Futures Market
Part II: Petroleum, Search and Others Links
7) Petroleum Links
8) Search (in WWW and/or Usenet)
9) Books: Bookstores, Publishers, Libraries
10) Mathematical and Operational Research Websites.
11) Monte Carlo and Quasi-Monte Carlo Links.
12) Others of Finance and Economics: calculators and more..
13) Others: PUC-RJ; Usenet FAQs; Landell de Moura;
Software Companies
Part I: Financial and Economic Links
1) General Financial/Economics Resources, Including Links Collections.
-
Journal
of Finance Related Links The main reference for financial links,
with good selection and excellent thematic organization.
-
Financial Economics Network (FEN), from SSRN. For
researchers, students, and teachers
-
ArgMax - Economics News, Data, and Analysis
Excellent service provided by prof. John S. Irons, with lots of information,
articles, data, links, blogs, and even voting for Nobel Prize for Economics!
-
WWW Virtual
Library: Finance and Investments Excellent, with lots of information
(including multimedia resources)
-
A Survey of Financial Engineering on the Internet
Excellent service by Jim Finnegan from Financial Engineering News. A great selection of links, all of them with comments!
-
The Nobel Prize for
Economics
-
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.
-
FINWEB
-
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.econ
-
NewsGroup: sci.finance.abstracts
-
NewsGroup: misc.invest.options
-
NewsGroup: sci.econ.research
-
NewsGroup: sci.op-research
-
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
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
-
EconomicExpert.com.
Guide of economics-related information, online articles and analysis
on the world's economies, industry status and global data.
Focus on macroeconomics.
-
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
6) Market Institutions: Stock Exchanges, Commodities, Derivatives and Futures Market
Part II: Petroleum, Search and Others Links
7) Petroleum Links
8) 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.
Search AllinOne MetaSearch New search engine service, with very good performance.
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.
-
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.
-
Busca Web
Search engine from Starmedia.
9) Books: Bookstores, Publishers, Libraries
10) Mathematical and Operational Research Websites
11) 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.
-
-
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. Halton's Website. Top researcher from University of North Carolina at Chapel Hill.
-
-
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.
-
MCQMC 2000. Fourth International Conference On Monte Carlo and Quasi-Monte Carlo Methods In Scientific Computing.
-
Random Numbers on the Web. Links from the National Center for Supercomputing Applications (NCSA).
-
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.
-
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.
12) Others of Finance and Economics: calculators and more.
13) Others: PUC-RJ; Usenet FAQs; Landell de Moura; Software Companies
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)