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 FockerPlanck 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 riskmanagement [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 riskmanagement
 Brownian motion and Ito calculus, Ito processes, continuoustime martingales and Girsanov's Theorem, continuoustime finance, valuation of derivative securities, uncertain volatility model & worstcase scenario pricing, trinomial trees and finitedifference 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

 The Electronic Journal of Combinatorics

 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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