Last updated: August 30, 2004
Columbia Links
  Columbia Business School home page Decision, Risk, and Operations Center for Applied Probability
  Financial Engineering program Mathematics of Finance program Financial Markets Laboratory
  Brown bag lunches
Numerical Software
    NETLIB Random number links Random number generator Low discprepancy sequences:(1) (2)
  FFT code GNU Scientific Library QuantLib Financial Numerical Recipes
  Optimization: CFSQP and FSQP Optimization: NPSOL, QPSOL, Minos, SNOPT SciLab & Octave (MATLAB look-alikes)
  Alan Ganz software Gnuplot Numerical recipes in C StatLib
New York Seminars
  Courant seminars CTC - Manhattan Columbia brown bag lunches QWAFAFEW
News and Discussion Groups
  Math Finance Newsletter Wilmott The Derivatives 'Zine Financial Engineering News
  All About Value at Risk
Software/Consulting Companies
  SciComp The MathWorks (programming contests) Mathematica
  Cornell Theory Center RiskMetrics and CreditMetrics Planatech (XLL+)
  Financial Engineering Associates Financial Engines NumeriX Tech Hackers, Inc.
Journals and Papers
  Journal of Computational Finance Journal of Finance Review of Financial Studies
  Finance and Stochastics Quantitative Finance McKinsey Quarterly
  FEN: Financial Economics Network IDEAS EconPapers
  Credit/Default Risk
Trading Games
  Iowa Electronic Markets
Professional Associations
  Global Association of Risk Professionals International Association of Financial Engineers (IAFE)
  Chicago Quantitative Alliance (CQA) Association for Investment Management and Research (AIMR)
  Society of Quantitative Analysts (SQA) Q Group Inquire Europe
  Bond Market Association Bank for International Settlements
Financial News and Data
  Yahoo! Finance Reuters Financial Data Links Bloomberg
  PCQuote Futures Guide CNNfn
  Business Job Finder Jobs in Risk Management
Other Sites
  Ohio State's finance-related sites Virtual Finance Library
  American Stock Exchange Chicago Board of Trade Chicago Board Option Exchange Chicago Mercantile Exchange
  New York Stock Exchange NASDAQ Philadelphia Stock Exchange Pacific Exchange
  London Stock Exchange Frankfurt Stock Exchange