Stochastic Analysis
- Stochastic Processes and Stochastic Integration
- Introduction to stochastic analysis.
- Stochastic Calculus and Finance
- Steven Shreve's Lectures on Stochastic Calculus and Finance.
- Andrew Cairns's publications and preprints
- Stochastic processes: learning the language, ...
- Principles of Infinitesimal Stochastic and Financial Analysis by Imme van den Berg
- Imme van den Berg's preprints: Principles of Infinitesimal Stochastic and Financial Analysis, On binomial expectations and option pricing, Cours de Mathématiques Financières.
- Stochastic Differential Equation Information
- An introductory lecture, a stochastic differential equation solver.
- Data Assimilation into Nonlinear Stochastic Models
- Data assimilation in models of the tropical ocean.
- Fluctuations
- Random force, Brownian motion and Focker-Planck equation
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- The math archive
- Various WWW resources on mathematics organized by topics.
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- Econophysics forum
- A site dedicated to Econophysics.
- Quantitative Finance Server - New York University
- Papers in Financial Modeling , Ph.D. Theses. The mathematics of financial risk-management [Lecture Notes].
- International Financial Encyclopaedia
- An interactive Financial Encyclopaedia and a Dictionary of Management and Technology.
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- Risk Theory by Arcady A. Novosyolov
- A mutilevel introduction to risk theory.
- A Calculus of Risk
- A physicist point of view.
- The mathematics of financial risk-management
- Brownian motion and Ito calculus, Ito processes, continuous-time martingales and Girsanov's Theorem, continuous-time finance, valuation of derivative securities, uncertain volatility model & worst-case scenario pricing, trinomial trees and finite-difference schemes.
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- Introduction to Options
- An introduction to options by the International Finance & Commodities Institute.
- Black & Scholes Option Model
- A rapid introduction to Black & Scholes model for option pricing.
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- Electronic Journal of Probability
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- The Electronic Journal of Combinatorics
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- Le Journal de Maths des Élèves (JME)
- Le journal de math des eleves de l'Ecole normale superieure de Lyon.
- Applied Derivatives Trading
- A online magazine about all aspects of trading futures, options and other off balance sheet products.
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