Some Useful Internet Resources
Research Institutions
Eidgenössiche Technische Hochschule (ETH), Zürich, Switzerland
Preprint Repositories and
Search Tools
WoPEC: Working Papers in Economics
Social Science Research Network
(SSRN)
FinanceWise [web search engine focusing on financial content (you
may wish to register)]
Swedish
Working Papers in Economics (S-WoPEc)
Journals
Journal
of Economic Literature (JEL)
Journal Electronic Repository
Individual Researchers' Home
Pages, Preprints, and Class Notes
Britten-Jones,
Mark (Assistant Professor in
Finance,
Clewlow, Les
and Strickland, Chris: preprints and publication announcements on Energy
Derivatives.
Embrecht, Paul, (Prof., Department of Mathematics, ETH).
Franke,
Jürgen, Härdle, Wolfgang,
and Hafner, Christian, Introduction to the
Statistics of the Financial Markets
[in German].
Salmon, Mark (Deutsche
Morgan Grenfell Professor of Financial Markets, City University, London)
Shreve, Stephen, Lectures
on Stochastic Calculus and Finance: class notes prepared by Prasad Chalasani and Somesh Jha.
Tebroke, Hermann-Josef, Financial Calculus [in German]: Prof. Tebroke's (Hochschule für Wirtschaft und
Conferences
Overviews and further
References
Basket Options
Why Bother With
Currency Baskets?
Value-at-Risk
Recent
Working Papers and References from GloriaMundi.
Credit Risk
Working Papers from
DefaultRisk.com
Glossaries
Multilingual
(English-German-Spanish-Portuguese-Japanese) Glossary of Options and Futures
Markets
The Energy &
Power Risk Management Glossary
Glossary of Exotic
Options (Focusing on Currency Options)
Dictionary of Financial
Risk Management from the IFCI Risk Institute
Glossary of
Weather Derivatives
Financial Data
General
RiskMetrics Standard Data Set [accessible to registered users]
Financial Data Finder
(Ohio State University, Finace Department)
Financial
Data Web Links suggested in Rob Engle's Econometrics II class
Currencies
Characteristics of Currency
Options Traded on the Philadelphia Stock Exchange (PHLX)