Mathematical Finance Links

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Academic Societies and Undergraduate Resources

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Last updated:
August 30, 2005 © Paul Feehan (feehan at rci dot rutgers dot edu)


Columbia University (Mathematics & Statistics)
Columbia University (Financial Engineering)
Courant Institute (NYU)
Oxford University
PIMS-MITACS (University of British Columbia)
Princeton University
Purdue University

Stanford University


Related lists of interest:
Listing of MS programs in Finance at US universities  complied by   Don Chance (LSU Business School)
Listing of Quantitative Finance Masters programs maintained by Global Derivatives
Ranking of Quantitative Finance Masters programs published by Global Derivatives
Listing of academic programs in Financial engineering and Financial mathematics by the International Association of Financial Engineers (IAFE)
US programs highlighted by an asterisk (*) below are primarily located within a department of mathematics.

USA & Canada

Baruch College
Boston University*
Brooklyn Polytechnic University
Carnegie-Mellon University (Pittsburgh and New York City)
Claremont Graduate University (California)
Columbia University - M.S. in Financial Engineering*
Columbia University - M.A. in Mathematics Specialization in Mathematics of Finance

Cornell University
Courant Institute (NYU)*

Florida State University*
Georgia Institute of Technology
Kent State University
Massachusetts Institute of Technology
North Carolina State University*
Oklahoma State University
Princeton University
Purdue University
Rochester Institute of Technology (New York)
Rutgers University Business School
Stanford University*
Saint Louis University (John Cook Business School, Missouri)
Tulane University (Freeman Business School, Louisiana)
University of Calgary (Canada)
University of California (Haas Business School, Berkeley)
University of Chicago*
University of Dayton (Ohio)
University of Illinois at Urbana-Champaign (Financial Engineering and Risk Management)
University of Michigan
University of Pittsburgh (Pennsylvania)*
University of Southern California*
University of Toronto
University of Wisconsin (Madison)
University of Waterloo (Canada)
Worcester Polytechnic Institute (Massachusetts)
York University (Schulich School of Business, Toronto)


Dublin City University, Dublin, Ireland
Imperial College, London, England
Nanyang Technological University
National University of Singapore
Oxford University, Oxford, England

Academic Societies and Undergraduate Resources

American Economic Society
American Mathematical Society
American Physical Society
American Society for Engineering Education
American Statistical Society
Association for Computing Machinery


Alvaro Cartea
Claudio Albanese
David Nualart
Dilip Madan
Ernst Eberlein
Kay Giesecke
Nick Webber
Peter Carr
Rama Cont
Roger Lee
Vadim Linetsky
Wim Schoutens
Yacine Ait-Sahalia

Preprints and Working Papers

arXiv: physics - condensed matter (search arXiv's for papers on mathematical finance)
arXiv: mathematics
arXiv: mathematics - optimization and control
arXiv: mathematics - probability
arXiv: nonlinear sciences
EBSLG (European Business Schools working papers)
IDEAS - largest bibliographic database dedicated to Economics
NEP - New Economics Papers
RePEc (Reasearch Papers in Economics)
SSRN (Social Science Research Network)
S-WoPEc (Scandinanvian Working Papers in Economics)
WoPEc (Working Papers in Economics)


Economics Journal
Finance Journals via Purdue
Numa Directory of Derivative Journals
Journal Search Directory
Journal Links via Bergische Universitat
Web Directory of Journal
Applied Derivatives Trading
Applied Mathematical Finance
Computational Economics
Energy Economics
International Journal of Energy Research
International Journal of Forecasting
International Journal of Intelligent Systems in Accounting, Finance and Management
Journal of Computational Intelligence in Finance
Journal of Economic Dynamics and Control
Journal of Evolutionary Economics
Journal of Finance
Journal of Financial and Quantitative Analysis
Journal of Future Markets
Journal of Multi-Criteria Decision Analysis
Mathematical Finance
Reviews of Financial Studies
Risk Publications
Strategic Management Journal
Studies in Nonlinear Dynamics and Econometrics


Bachelier Finance Society
oston Security Analysts Society (BSAS)
Futures Industry Association
Global Association of Risk Professionals (GARP)
International Association of Financial Engineers (IAFE)
Professional Science Masters/Alfred P. Sloan Foundation
Quantitative Work Alliance for Applied Finance, Education & Wisdom (QWAFAFEW) 
Society for Industrial and Applied Mathematics (SIAM) - Activity group on financial mathematics and engineering


Approximity Risk Management
Berkeley Career Center
Brooklyn Polytechnic University's collection of financial engineering links
Center for Applied Probability at Columbia University
Cornell Theory Center
Duke University modules and materials for mathematical finance
Financial Engineering News
Financial mathematics and physics
Frankfurt MathFinance Institute and Newsletter
Giuseppe Castellacci's collection of mathematical finance links
Journal of Finance's "Finance Site List"
Mark Broadie's collection of finance links
MIT Laboratory for Financial Engineering
RiskLab at ETHZ collection of mathematical finance links
RiskLabTM at U of Toronto
Ruth William's (UCSD) collection of links

Academic Research Institutes

American Institute of Mathematics
Clay Mathematics Institute (Millenium Prize Problems)

Fields Institute
Fields Institute's collection of links to Canadian mathematics research institutes
Fields Institute's collection of links to American and international mathematics research institutes
Institut des Hautes Etudes Scientifique
Institute for Advanced Study, Princeton
Institute for Advanced Study, Princeton - School of Mathematics
Institute for Advanced Study, Princeton - School of Mathematics
Isaac Newton Institute for Mathematical Sciences
Mathematical Sciences Research Institute, Berkeley
Mathematisches Forschungsinstitut Oberwolfach
Max-Planck-Institut fur Mathematik, Bonn
Pacific Institute for the Mathematical Sciences
University of Minnesota - Institute for Mathematics and its Applications


Fourth World Congress of the Bachelier Finance Society


AMS calendar of meetings
FinanceWise - conferences

GARP calendar of events
IAFE calendar of events

SIAM calendar of conferences

QUAFAFEW calendar of conferences