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Finance: useful links

This page is under continuing development. If you know any interesting or useful links not included below please email me at: simon.shaw@brunel.ac.uk.

Options
Financial mathematics
Articles
Futures
Investment
Spread betting
Brokers
Miscellaneous

Options (contents)

The original Black-Scholes paper on JSTOR. (Note, you need to subscibe to JSTOR for this, Brunel users already do through the library).
optionsnet: educational resources and free stuff... (Seems to contain a lot of broken links.)
City University Business School. (Many MSc courses in finance and related topics.)
Dublin City University's School of Mathematical Sciences. Degree courses in FM.
Hedge funds: primer
Some implied volatilities here.

Financial mathematics (contents)

CBOE: an option calculator, and some historical volatility data.
Call and Put valuation using closed form solutions of the Black-Scholes equation.
another calculator.
and another...
... and my own efforts:
- Simple Asset Pricing (with Marcus J. Ludwig), a demonstration of the lognormal random walk often assumed for asset prices.
- An implementation of the Binomial Tree option pricing technique.
Marco Avellaneda's notes.
Topics in Probability: Mathematics of Financial Risk-Management. Marco Avellaneda's (Courant Institute of Mathematical Sciences) PostScript lecture notes - very nice!
Web Products On-line Demos. There is a Java Option pricing demo here, but it doesn't run at Brunel!
Options - Black Scholes & Binomial Theoretical Models. A shareware ($25) Excel workbook for Black-Scholes and binomial option pricing, need version 5.0 or greater for Windows 3.1 or '95.
The Probability Integral Method of Option Pricing, and its appendix A. The general site is here.

Articles (contents)

The Applied Derivatives Trading magazine (FREE!). There are some good introductory articles to be found in these issues.
A "Derivatives 'R' us" text article on the Black-Scholes paradigm.
A web course: Introduction to Options.
Black Scholes Option Pricing Model. Another article explaining some of the jargon that goes with the subject.
BLACK - SCHOLES, OPTION PRICING MODELS
NumaWeb: DERIVATIVES INTERNET LINKS. A collection of web sites relevant to derivatives. There is an awful lot here if you look for it, particularly concerning the possibilities of continued trading in these products.
Futures and options resources. Links to most exchanges (and related sites), as well as to research organizations. Look in particular at Don Chance's "webzine", which contains a lot of "jargon-busting" articles.

Futures (contents)

Futures online. (A kind of "New Scientist" for traders.)
Futures guide
www.liffe.com: LIFFE.

Investment (contents)

Motley Fool.
General site for investment.
The Finance Center calculators.
Kiplinger Calculators.
Hugh's financial calculators page.
www.schwab-europe.com:
www.digitallook.com: free company research, etc...
www.advfn.com: online share prices (delayed), research, etc...
Financial Times.
www.moneyworld.co.uk.
www.fool.co.uk.
www.marketeye.co.uk.
www.moneyextra.com.
www.iii.co.uk.
www.compeer.co.uk.
www.hemscott.co.uk.
www.ukinvest.com.
www.thisismoney.co.uk.
www.wired.com.
www.nasdaqnews.com and www.nasdaqtrader.com..

Brokers (contents)

Spread betting (contents)

www.igindex.co.uk: IG Index.
www.finspreads.com: Financial Spreads.
www.spreadbetting2002.co.uk: IGMD LTD.
Also: City Index - 0171 550 8500 (no website?)

Miscellaneous (contents)

margrabe.com/Default.htm.
FinanceWise - risk management resources.
Monis.
Some statistics revision
A list of useful links.
Loads of resources
International and interactive financial Encyclopaedia. A large glossary of keywords, phrases and their meanings.
Another hypertext glossary of words and phrases.

URL: people.brunel.ac.uk/~icsrsss/finance/useful.shtml
Maintained by: Simon.Shaw@brunel.ac.uk
Last modified Wednesday, 21-Jan-2004 15:34:16 GMT.

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