Links
Below are some of the links I passed through during my internet research surfing time (come mainly from my papers and their reference lists, and from www.systemic-risk-hub.org, www.performance-metrics.eu, www.extreme-risk.ca and others...). Have a look...
Specialized Researchers
Acharya, Viral V.
Adrian, Tobias
Aitken, Michael
Altman, Edward I.
Amini, Hamed
Anand, Kartik
Andreev, Andriy
Anufriev, Mikhail
Aoki, Kosuke
Arner, Douglas
Avgouleas, Emilios
Barone-Adesi, Giovanni
Bateman, Hazel
Berkowitz, Jeremy
Bernard, Carole
Bianchi, Robert
Bielecki, Tomasz R.
Billio, Monica
Blasques, Francisco
Bodie, Zvi
Borovkova, Svetlana A.
Boucher, Christophe M.
Boyarchenko, Nina
Brechmann, Christian E.
Breton, Régis
Brownlees, Christian T.
Brunnermeier, Markus K.
Buss, Adrian
Cai, Jian
Campi, Luciano
Cao, Zhili
Capellini, Rob
Caporin, Massimiliano
Capponi, Agostino
Carmona, René
Casarin, Roberto
Castro, Carlos A.
Cheridito, Patrick
Christoffersen, Peter
Clerc, Laurent
Colletaz, Gilbert
Collin-Dufresne, Pierre
Cont, Rama
Corbett, Jennifer
Corsi, Fulvio
Corvasce, Giuseppe
Crook, Jonathan
Dacorogna, Michel M.
Daníelsson, Jón
Darolles, Serge
Das, Sanjiv
Davis, Philip E.
de Bandt, Olivier
Derviz, Alexis
Donald, Scott
Duan, Jin-Chuan
Duarte, Fernando
Duffie, Darrell
Dumas, Bernard
Dungey, Mardi
Eisenbach, Thomas M.
Eisenberg, Larry
Emm, Ekaterina E.
Engle, Robert
Escanciano, Juan C.
Faia, Ester
Farmer, Doyne J.
Flood, Mark D.
Fouque, Jean-Pierre
Fraisse, Henri
Freixas, Xavier
Friedman, Jeffrey
Gabbi, Giampaolo
Gagliardini, Patrick
Gai, Prasanna
Gallegati, Mauro
Gauthier, Céline
Getmansky Sherman, Mila
Giesecke, Kay
Giglio, Stefano
Glasserman, Paul
Gleeson, James P.
Gnabo, Jean-Yves
Gofman, Michael
Gossner, Olivier
Gouriéroux, Christian
Grasselli, Matheus R.
Hackett, Adam
Haldane, Andrew G.
Hansen, Lars P.
Harris, Jeffrey H.
Hartmann, Philipp
Hartmann-Wendels, T.
Haubrich, Joseph G.
Hautsch, Nikolaus
Heam, Jean-Cyprien
Helbing, Dirk
Hurd, Thomas R.
Hurlin, Christophe
Idier, Julien
Ince, Ufuk
Iori, Giulia
Iwanicz-Drozdowska, M.
Javed, Farrukh
Jeanblanc, Monique
Jin, Xisong
Jobst, Andreas
Jondeau, Eric
Kelly, Bryan T.
King, Stephen
Kodres, Laura
Koopman, Siem Jan
Krahnen, Jan Pieter
Kratz, Marie
Kraus, Wladimir
Krishnamurthy, Arvind
Laeven, Luc
Laurent, Sébastien
Lautier, Delphine
Lehar, Alfred
Lillo, Fabrizio
Linetsky, Vadim
Lo, Andrew W.
Lucas, André
Maillet, Bertrand B.
Manganelli, Simone
Mantegna, Rosario N.
Manzo, Gerardo
Melnik, Sergey
Mendicino, Caterina
Menkveld, Albert J.
Merton, Robert C.
Mésonnier, Jean-Stéphane
Monfort, Alain
Moyen, Stéphane
Nikolov, Kalin
Nirei, Makoto
Noe, Thomas
Novotny, Jan
Norden, Lars
Nualart, Eulalia
Olmo, José
Olsen, Richard
Pagano, Michael S.
Pedersen, Lasse H.
Pelizzon, Loriana
Peltonen, Tuomas A.
Pelster, Matthias
Peña, Juan Ignacio
Pérignon, Christophe
Peydró, José-Luis
Philippon, Thomas
Podobnik, Boris
Poledna, Sebastian
Porter, James
Puy, Damien
Ratnovski, Lev
Renault, Eric
Renne, Jean-Paul
Rey, Hélène
Richardson, Matthew
Rijken, Herbert
Rochet, Jean Charles
Rockinger, Michael
Rodríguez Moreno, María
Roggi, Oliviero
Sabzevari, Hassan
Saunders, Anthony
Savona, Roberto
Scaillet, Olivier
Schaumburg, Julia
Scheinkman, José A.
Scheule, Harry
Schienle, Melanie
Schwaab, Bernd
Sedunov, John
Siriwardane, Emil
Smeekes, Stephan
Smith, Roy C.
Sousa, Ricardo M.
Spargoli, Fabrizio
Steffen, Sascha
Stein, Roger
Stracca, Livio
Suarez, Javier
Sulem, Agnès
Sushko, Vladyslav
Tahbaz-Salehi, Alireza
Taylor, John B.
Tedeschi, Gabriele
Thesmar, David
Thurner, Stefan
Tokpavi, Sessi
Tong, Hui
Uppal, Raman
Urga, Giovanni
Van Lelyveld, Iman
Van Oordt, Maarten
Vardoulakis, Alexandros
Vilkov, Grigory
Vives, Xavier
Vuillemey, Guillaume
Weiß, Gregor N. F.
Zhang, Xin
Zhou, Chen
Zigrand, Jean-Pierre
Central Banks and Regulatory Institutions
Data Providers
Softwares
Editors
Working Papers
Journals
American Econ. Review
Comp. S. & Data Anal.
Econometric Theory
Econometrica
Economics Letters
Eur. J. of Finance
Eur. J. of Oper. Research
Geneva Risk & Insur. Rev.
Intl. J. of Forecasting
Intl. Rev. of Econ. & Fin.
J. of Applied Econometrics
J. of Applied Economics
J. of Banking & Finance
J. of Business & Eco. Stat.
J. of Derivatives
J. of Econometrics
J. of Eco. Behavior & Org.
J. of Eco. Dyn. & Control
J. of Empirical Finance
J. of Finance
J. of Fin. Economics
J. of Fin. & Quant. Analysis
J. of Fin. Econometrics
J. of Fin. Intermediation
J. of Forecasting
J. of MCB
J. of Portfolio Management
J. of Risk
J. of Risk & Insurance
J. of Risk Model Validation
J. of Risk and Uncertainty
Management Science
Mathematical Finance
Nature
N. A. J. of Econ. & Fin.
Quantitative Finance
Review of Finance
Review of Financial Studies
Review of Intl. Economics
Risk Analysis
Online Publications
Data Integrators, Fund Plateforms and Miscellaneous
General Non-governmental Organizations
Massive Open Online Courses (MOOCs)
Part one provides an introduction to various classes of derivative securities and it explains how to price them using "risk-neutral pricing". In the follow-up to this course (FE & RM Part II) it is considered portfolio optimization, risk management and more advanced examples of derivatives pricing including, for example, real options and energy derivatives.
Part two follows on from FE & RM Part I. In this part it is considered portfolio optimization, risk management and some advanced examples of derivatives pricing that draw from structured credit, real options and energy derivatives. The course will also cast a critical eye on how financial models are used in practice.
Introduction to the Black-Scholes-Merton model and other mathematical models for pricing financial derivatives and hedging risk in financial markets.
What is credit risk? Why is it so important, in modern economies, to correctly deal with it? This course combines theory with practice to answer these questions. It offers an introduction to credit risk modelling and hedging.
This course introduces the core theory of modern financial economics and financial management, with a focus on capital markets and investments. Topics include functions of capital markets, asset valuation, fixed-income securities, common stocks, diversification and portfolio selection, among others.
Introduction to risk management and behavioral finance principles to understand the functioning of securities, insurance, and banking industries. This Yale College course, taught on campus twice per week for 75 minutes, was recorded for Open Yale Courses in Spring 2011.
This course provides a brief introduction to game theory. The main goal is to understand the basic ideas behind the key concepts in game theory, such as equilibrium, rationality, and cooperation. A number of applications in economics and politics will be discussed.
This course focuses in mathematical and statistical tools and techniques used in quantitative and computational finance. The course uses the open source R statistical programming language to analyze financial data, estimate statistical models, and construct optimized portfolios.