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Web services
provided by: Macquarie Applied Finance Centre |
Related sites
By type
Professional Organisations
- Q Group (US)
- Q Group (UK)
- Q Group (Europe)
- Association for Investment Management and Research (AMIR)
- The Chartered Financial Analyst (CFA)
- International Association of Financial Engineers (IAFE)
- Quantitative Work Alliance For Applied Finance, Economics, and Wisdom (QWAFAFEW aka quaff-a-few)
- Global Association of Risk Professionals (GARP).
Upcoming Conferences
Databases of Research Papers
Useful References
- Risk Magazine
- FinanceWise search engine
- Journal of Finance
- Journal of Computational Finance
- Review of Financial Studies
- All Journals
- Bill Sharpe's site (incl online text)
- Espen Haug's The Complete Guide to Option Pricing Formulas text and software
- John Hull's Options, Futures and Other Derivatives text
- Jarrow &
Turnbull's Derivative Securities text
- Mark Rubinstein's Derivatives: A PowerPlus Picture Book text and software
- Paul Wilmott's Derivatives: The Theory and Practice of Financial Engineering (University Edition) text and software
- Les Clewlow's and Chris Strickland's Implementing Derivatives Models and Exotic Options texts and software
- Don Chance's recommended derivatives reading list
- Indiana's recommended finance reading list
Software
- NYU's Courant Institute's software, including a
Java option pricer. Handles vanilla, barrier and digital
options
- Paul Wilmott's DH1 free and demo software for Windows (95/98/NT). Includes vanilla, basket, Parisian, passport, Asians and lookbacks
- Shoji Yumae's Java classes for finance. Java source code for anyone into writing Java applets. Includes Black-Scholes, Monte Carlo and Quasi-Monte Carlo (Halton, Sobol and Faure sequences) methods
- Robert Stambaugh's portfolio optimisation software
- Numa's lists of links for online calculators, Java option calculators, shareware and freeware and commercial derivatives software suppliers
- Bill Margrabe's list of software
- SciFinance uses Mathematica to produce C code for finite difference solutions
Exchanges, Contract Specs and Data
- ASX
- SFE
- Wahoo's list of exchanges
- IFCI's database of futures and options contract specifications
- IFCI's database of indices specifications
- Australian Bureau of Statistics (ABS)
- Wahoo's list of market data sources
Misc Finance Links
- Ohio State University's Virtual Finance Library
- Back Stump Finance
- Bill Margrabe's list of links
- Numa's links and derivatives search page
- Don Chance's derivatives quotes
- Numa's derivatives acronyms
- IFCI's online option pricing course
- LookSmart Australia's list for investors
Financial News
On-Line Share trading
- Commonwealth Securities
- E*TRADE Australia
- Green Line
- Macquarie DirecTrade
- Sanford Securities
- ShareTrade
- Your Prosperity
- WebStock
Australian Universities
- AVCC list
- Macquarie University: Applied Finance Centre, Finance Professionals Seminars
- Monash University
- Royal Melbourne Institute of Technology
- University of Melbourne: Department of Accounting & Finance
- University of New South Wales
- University of Queensland
- University of South Australia
- University of Sydney
- University of Technology, Sydney: Finance & Economics
- University of Western Australia
Please email the Web Sub-Committee with any useful links so that we can add them to this page.
