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.
A Study of Option Pricing Models