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Numerical Pricing of Derivative Claims - Path Integral Monte Carlo Approach. Miloje S. Makivic.
 
Oxford Mathematical Finance Group - Part of the Oxford Centre for Industrial and Applied Mathematics and one of the largest UK research groups in mathematics applied to finance. Members of the group work on a range of applications of mathematics in finance, including classical and non-classical market models, theoretical and numerical aspects of derivatives pricing, crash modelling and credit risk. The group's approach is practically oriented with extensive interaction with practitioners.
 
Pricing and Hedging of Derivative Securities - By Lars Tyge Nielsen. An introduction to the theory of pricing and hedging of derivative securities in continuous time for researchers in both academia and the financial industry.
 
Society for Nonlinear Dynamics and Econometrics - The Society seeks to promote the use of nonlinear methods in economics and finance from both a theoretical and empirical perspective.
 
Spontaneous Scaling Emergence in Generic Stochastic Systems - The paper is in postscript format.
 
UvA-WINS: Financial Mathematics Links - Compiled at Korteweg-De Vries Instituut, Department of Mathematics, Amsterdam.
 
 

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