Some Useful Internet Resources

Research Institutions

  Eidgenössiche Technische Hochschule (ETH), Zürich, Switzerland



Preprint Repositories and Search Tools


  WoPEC: Working Papers in Economics

  NEC Research Index

  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)



  Finance and Stochastics

  Journal of Derivatives

  Journal of Economic Literature (JEL)

  The Journal of Finance

  Mathematical Finance


Journal Electronic Repository




Individual Researchers' Home Pages, Preprints, and Class Notes

  Britten-Jones, Mark (Assistant Professor in Finance, London Business School)

  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 Politik, Hamburg)  class (taught at the University of Essen) notes, by Dominik Stein.



  Real Options 2001

  Real Options 2000

  Real Options 1999


Overviews and further References

Basket Options

  Why Bother With Currency Baskets?


  Recent Working Papers and References from GloriaMundi.

Credit Risk

  Working Papers from



  Multilingual (English-German-Spanish-Portuguese-Japanese) Glossary of Options and Futures Markets

  The Energy & Power Risk Management Glossary

  Glossary of Option Types

  Glossary of Exotic Options (Focusing on Currency Options)

  Dictionary of Financial Risk Management from the IFCI Risk Institute

  Glossary of Weather Derivatives


Financial Data


  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


  Characteristics of Currency Options Traded on the Philadelphia Stock Exchange (PHLX)



  The MathFinance Newsletter

  Lacima [Clelow and Strickland] Newsletter