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Index général
In the Money de Mark Ribenstein
Advanced
Risk Management Solutions Ltd. Software,
consultancy and training.
Alef Corporation Alef
Corporation manufactures custom supercomputers
specialized for the strategic risk management of
financial institutions, corporations, and
portfolios of assets including exotic
derivatives.All
About Value at Risk Value at
Risk Resources. Bibliography of VAR books,
articles, and research. Includes links to VAR
software vendors, RiskMetrics publications, risk
related rules and regulations, and conferences
and courses.
Appliederivatives.com Takes a
more newsy look at topical issues.
Artisan
Analytics Provides analytics
software and consulting to financial
institutions and service providers, supporting
lients' efforts in structured finance, secondary
marketing, securities trading, financial
databases, and project finance.
Alternative Investment Management Association
Features full-text articles and
regulatory reports.
Algorithmics,
Inc. Risk management software
and research.
Axone-Tradition
Financial Terminology Database This
glossary with over 5000 financial terms in
English, German, French and Italian can be used
free of charge for non-commercial use on a
query-by-query basis.
B
Bank
Capital - Squeezing More Into Tier One Euromoney
(article): Financial engineering solutions
applied to increasing bank tier one capital
ratios. (December, 1998)
BankWeb
Comprehensive directory of banks.
BARRA
Investment data, research, and
market information.
Bob's
Guide Financial Technology
resources
Brownian
Motion Movie by Paul Garrett
C
10
MYTHS ABOUT FINANCIAL DERIVATIVES Cato
Institute Policy Analysis No. 283 September 11,
1997
Calibrex
International Corp. Financial
add-ins for Microsoft Excel7
Capital
Market Risk Advisors Includes
full-text of Survey of Financial Institutions'
Dependence on Quantitative Professionals, SEC
Market Risk Disclosure Survey Results, and
Survey of Implementation of Risk Standards
prepared for the Risk Standards Working Group.
This site also provides the text of published
articles and studies written by the firm's risk
management experts.
Center
for Interactive Financial Training
CFO
Magazine and Treasury & Risk Management
Magazine
Commodities
Now A dedicated web service
from Commodities Now magazine - the quarterly
journal for the commodities industry.
Commodity
Futures Trading Commission
Credit
Suisse Financial Products
Credit
Risk+ Credit risk measurement
model from Credit Suisse.
Credit
Risk Resource Links to
information about credit risk management
Credix
Credix provides pre-packaged data
warehouse software and decision support
consulting services that enable financial
institutions to manage credit risk on a
portfolio basis.
D
db
RiskOffice
Derivative
Solutions Rigorous analytics
consistently applied to all fixed income
instruments
Derivatives
Strategy Print journal with
online archives.
The
Derivatives Zine by Bill
Margrabe. Contains extensive links to
derivatives sites on the WWW, derivatives
dictionary, derivatives humor, among other
items.
E
eRisks.com
Portal for financial and
insurance risk managers, providing news, data,
analytics, research, education, case studies,
benchmarks and best practices.
ErivativesReview.com
Looks at key issues and trands in
a more indepth and strategic way.
F
Fat
Tails Financial Analysis A
consulting firm specializing in helping
financial institutions and corporate treasury
centers in the Nordic region to manage financial
risk in theory and practice.
Finance
& Stochastics Print
Journal.
FinancialCAD
Corporation FinancialCAD for
Excel combines the worlds most comprehensive
financial instrument modeling library, with
automated spreadsheet building tools and
productivity features that make it faster and
easier for you to do valuation, risk management
and cash flow analysis in Excel. FinancialCAD
for Excel supports bonds and bond derivatives,
commodity, equity and foreign exchange
derivatives, money market instruments and
related derivatives, as well as structured
interest rate products like swaps, swaptions,
caps and floors.
Financialcalendar.com
The Financial Calendar is a giant
database of holidays that extends over 30 years
into the future for over 250 financial centers
around the world, including bank, stock exchange
and futures exchange holidays. This site, which
is owned and operated by Swaps Monitor
Publications, Inc. of New York, makes that data
available over the Internet.
Financial
Engineer Financial Engineer
is a derivatives pricing and rate-risk
management system aimed primarily at users of
swaps, interest rate options and other related
instruments.
Financial
Engineering & the Japanese Markets Print
journal.
Financial
Engineering Associates, Inc. Software,
consulting, training, research.
K2
Financial Engineering
The
Financier Print journal.
Financial
Engineering News The
bi-monthly newspaper of financial engineering.
News about work near the nexus of quantitative
methods, information technology and finance.
Free subscriptions are available.
Financial
Engineering Services, Inc.
Financial
Engineering with Mathematica Example
uses of well known software program.
Financial
Engines, Inc. Financial
Engines Investment Advisor™ brings
state-of-the-art financial analysis to
individual investors
FinanceWise
FinanceWise. Index to risk
management, syndicated finance, and equities
related sites.
FinMath.com
FinMath.com @ Chicago. Financial
Engineering & Risk Management Workshop
Finweb
A financial and economics
web-site created and maintained by James R.
Garven, Ph.D. Includes links to economics and
risk management journals, and working papers.
Foretrade
ForeTrade Technologies endeavour
to provide financial market traders with custom
trading solutions and tools using
state-of-the-art non linear techniques such as
artificial intelligence (neural nets and genetic
algorithms) and wavelets.
FOSTERING
FINANCIAL INNOVATION: THE ROLE OF GOVERNMENT
Cato Institute policy paper.
Futures
Guide
Futures
Magazine Print journal.
Futures
Online Includes quotes and
end of day data.
Fibonacci:
gestionnaires
de
portefeuille,
aux
négociateurs
de
taux
d’intérêt
et
de
devises,
aux
investisseurs
en
valeurs
mobilières
et
aux
spéculateurs
du
marché
à
terme,
visent
à
appliquer
les
principes
d’Elliott
et
les
nombres
de
Fibonacci,
ce
qui
les
aidera
à
analyser
les
tendances
de
cours
en
gestion
du
risque.
- Les
ratios
de
Fibonacci
- Le
principe
des
vagues
d'Elliott
- L'application
du
modèle
des
cinq
vagues
- Les
corrections
- Le
prolongement
des
vagues
- Les
objectifs
de
prix
- L'analyse
du
temps
- La
combinaison
prix/temps
- La
spirale
logarithmique
G
Global
Financial Markets Institute Dedicated
to training, educating and consulting with
members of the global financial community. The
focus of the company is the Treasury, Capital
Markets and Investment Banking arenas.
Global
Investor Financial
resources.
Global
Treasury News News
information and research on banking, cash
management, emu, risk management, treasury
technology, electronic banking, world regions
economic updates, treasury strategy, country
cash management guides, e-commerce, recruitment
and events.
Golden
Gate University Master of
Science in Financial Engineering
Goldman
Sachs Quantitative Strategies Research Downloadable
versions of research papers
H
Hennessee
Group Contains the full-text
of the most recent Hennessee Hedge Fund Review.
Hedge
Fund Research Allows free
viewing of the latest performance report on the
Hedge Fund Indexes.
HedgeScan
A hedge fund research library and
dynamic analysis tool for investment
professional and sophisiticated investor.
I
ICM
Online - Financial markets and practice Electronically
delivered business intelligence for the
wholesale financial markets. ICM Online delivers
the latest practitioner presentations, financial
case studies and keynote addresses taken from
global capital markets business strategy events.
Ira
Epstein & Co. Provides
current futures prices for site visitors willing
to register.
IFCI
Risk Watch Includes the text
of selected regulatory documents from the BIS,
IOSCO, G-30, an extensive glossary, and a
13-point "Risk Management" checklist.
Infinity,
A SunGard Company Software
solutions for risk management, trading and
finance.
Integral
Derivatives and risk systems and
consulting.
Intermark
Solutions A multi-product,
inexpensive trading and riskmanagement system
called FOCUS; option pricing papers.
International
Financing Review print
journal.
International
Thomson Business Press
In-the-Money.com
Mark Rubinstein's site for
derivatives.
InvestorMap
Directory of Financial Resources
Institut
des
dérivés:
En
naviguant
sur
ce
site,
vous
pourrez
vous
familiariser
avec
les
dérivés
ainsi
qu'avec
le
programme
de
formation
de
l'organisme.
J
John
Wiley & Sons, Inc.
Journal
of Computational Finance
JP
Morgan CreditMetrics
K
The
Kamakura Corporation Original
Research to Solve Practical Risk Management
Problems
KAWALLER
& Company Assists
businesses in their use of derivative
instruments to manage their financial risk,
helping commercial and investment banks,
brokerage firms, pension funds, mutual funds,
accounting firms, and corporate treasury
departments.
L
Leading
a Regulatory Agency: Lessons from the CFTC Cato
Institute policy paper.
Legal
Information Institute Supreme
court rulings
Lombard
Risk Group A world leader in
both software and training for the financial
markets, with a special focus on derivatives and
enterprise wide risk management.
M
Managed
Accounts Reports Includes
recent performance rankings of Hedge Funds and
Funds of Funds
Martin
Ward Anderson A leading
banking and finance consultancy with a
specialist team involved in the recruitment of
Market Risk, Credit Risk and Quantitative
Analysis professionals.
Mathworks
- Matlab
MathSoft,
Inc.
Measurisk.com
Provides institutional investors
with ongoing comprehensive risk analysis using
industry-standard methodologies including
Value-at-Risk (VaR), all delivered over the
World Wide Web. Our service is tailored to
support the Basle Committee on Banking
Supervision and the Risk Standards for
Institutional Investors Working Group
recommendations.
Monis
Software, Inc. Monis Software
supplies over 500 of the world's leading
financial institutions with libraries and
spreadsheet- and database-based applications for
derivatives analysis and risk management.
Packages are available, some with integrated
proprietary data, for Equity Derivatives
(Convertibles/Hybrids and Options) and Interest
Rates and Fixed Income Derivatives. FX, Credit,
Commodities and Electricity Derivatives from
1Q99. Training, installation, integration and
data handling middleware are available as
optional extras.
N
NumaWeb
Includes extensive list of links
to international futures and options exchanges,
options strategy guide, courses and conferences,
calculators, and derivatives bookshop.
The
Numa Dictionary of DERIVATIVES ACRONYMS .
NYIF
Online
O
Orange
County Value at Risk Case by
Philippe Jorion
Octanti
Associates a consulting firm
specialising in computational finance, risk
software systems design, and risk strategies for
financial institutions and insurance.
P
Principia
Partners
Probability
Pipe Organ (Java Applet) Demonstrates
how experiments with random data converge toward
the predictions of probability theory as more
and more experiments are run.
The
Probability Web Probability
links.
Q
R
Regulating
Derivatives: The Current System and Proposed
Changes Cato Institute
Article
Reuters
America
RiskCare
RiskMetrics
Group
Risk
Theory Where beginners may
catch the idea what is all that risk buzz about,
to supply students with teaching materials and
to involve professionals into intensive
ddiscussion on relevant topics.
RAROC
2020 RAROC 2020, a unit of
Deutsche Bank, provides risk software and
consulting.
S
Sakura
Global Capital The Global
Derivatives House for interest rate swaps and
options and other financial products.
SciComp,
Inc.
CIBC
School of Financial Products Includes
a glossary, articles, courses and contacts.
Science
& Finance Theoretical and
applied research in finance.
Skora
& Company Inc. Consulting
for banks, insurance companies, corporations,
and investment managers on institutional credit
risk management issues. Our web site contains
specific information about Skora as well as
general information about risk management.
There are various articles which may be
downloaded.
Sumitomo
Bank Capital Markets Derivatives Commentary and
Data
SwapLaw
Provides a legal bibliography
organized by topic for the OTC derivatives area.
Swaps
Monitor Print journals,
newsletters, and books. Includes index to Swaps
Monitor archives, and Derivatives Sales alert.
T
The
Capital Markets Company A
partnership of global experts in the financial
and information technology industries. With
offices in London, Antwerp and New York, we are
the first major consulting firm to concentrate
exclusively on capital markets worldwide.
FT
New York Institute of Finance
Theoretics
Derivatives and Risk Management
Systems
Timberlake
Consultants Specialist
Consultancy in Statistical, Econometric and
Mathematical Software
Traders
Web
U
V
Van
Hedge Advisors Free hedge
fund information, and recent hedge fund
performance by style and market sector.
W
Waldemar's
List Includes an extensive
list of futures related web sites.
WallSt.com
The source of comprehensive
financial information
Waters
Information Services Provides
information on the market data industry,
including risk technology.
Wilmott
Associates We are leaders in
the field of financial engineering theory and
practice and are innovators in the advancement
of the subject as a scientific discipline.
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