Science Math Applications Mathematical Economics and Financial Mathematics
57
Applications of mathematics to economics and finance

MSC 2000 classes

  • 91Bxx Mathematical economics
  • 62P05 Applications to actuarial sciences and financial mathematics
  • 62P20 Applications to economics

Subcategories 7

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.
[Mozilla Einstein]
Last update:
April 21, 2016 at 9:54:08 UTC
Science
Shopping
Society
Sports
All Languages
Arts
Business
Computers
Games
Health
Home
News
Recreation
Reference
Regional