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Financial Mathematics - Courses & Trainings

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Open Source & Free Software - Commercial Software


FINANCIAL MATHEMATICS

Price Theory: An Intermediate Text, by David D. Friedman: "This book is based on a different idea of how economics (and most other things) should be taught--the idea that since answers are hard to remember and easy to look up, one should instead concentrate on learning ways of thinking. The book has two central purposes. The first is to introduce you to what one of my competitors has called "the economic way of thinking." Economists--even economists with widely differing political views--have in common an approach to understanding human behavior that seems natural to them and very odd indeed to most non-economists. This book is designed to introduce you to that way of thinking, in the hope that many of you will find it interesting and at least some may find it irresistable. I am in that sense a missionary.

The second central purpose of the book is to teach you the analytical core of economics as it now exists. One of the features of economics that distinguishes it from most of the other social sciences is that it has such a core--a set of well worked out and closely related ideas that underlie almost everything done in the field. That core is price theory--the analysis of why things cost what they do and of how prices function to coordinate economic activity."

Steven Shreve: Stochastic Calculus and Finance prepared by Prasad Chalasani and Somesh Jha, CMU.

COURSES & TRAININGS

Master of Science in Financial Mathematics (University of Chicago): "The Department of Mathematics at the University of Chicago offers a one year graduate program leading to the degree of Master of Science in Financial Mathematics.

This program teaches applied mathematics and its applications in the financial industry. Students learn the theoretical background for pricing derivatives and for managing assets, but also attain a real understanding of the underlying assumptions and an ability to critically ascertain the applicability and limitations of the various models. Courses are taught by faculty of the University of Chicago and by professionals from the financial industry.

Entering students should have mathematical knowledge and ability comparable to an undergraduate degree in mathematics or a physical science. Some exposure to the financial industry is desirable. Graduates find work in all areas of the financial industry. "

Master of Science Program in Mathematics in Finance (New York University, Courant Institute of Mathematical Sciences): "The Master of Science Program in Mathematics in Finance was created in response to large and growing demand for talented people trained in the mathematics of finance. The challenge we faced in developing this new program was to combine the incredible resources of the Courant Institute and of the New York financial community. The result is an educational opportunity we are proud to be a part of. Courant Institute faculty teach the theory of financial modeling, the underlying mathematical theory, and computational techniques for partial differential equations, Monte Carlo, and optimization. Experts from world-class financial institutions explain how financial markets work in practice and how mathematical and computational techniques are brought to bear on real world problems.

Our program provides students with an efficient pathway to careers in the finance industry, and it provides employers with a steady stream of quantitative talent."

OPEN SOURCE & FREE SOFTWARE

Virtual Economy Home Page: "Welcome to the Biz/ed / Institute for Fiscal Studies (IFS) Virtual Economy. This has been produced with the generous support of a grant from the Nuffield Foundation. At the heart of the Virtual Economy are sophisticated computer models which are very similar to those the Chancellor and his advisers use to prepare the Budget and to keep the economy on track. You can make changes in economic policy and see the effects on both the macroeconomy and the microeconomy. There are two ways to input your changes. You can either use a form that just has a selection of variables, or you can use a form with all the variables."

COMMERCIAL SOFTWARE

 


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