An Introduction to Stochastics and Finance
Links to web sites related to financial mathematics : Introduction to stochastic analysis applied to finance, option pricing and risk management. |
Applied Probability Society
A subdivision of the Institute for Operations Research and the Management Sciences (INFORMS) concerned with the application of probability theory to systems that involve random phenomena. |
ArXiv Front: PR Probability Theory
Probability section of the mathematics e-print arXiv |
Imprecise Probabilities Project
To help advance the theory and applications of imprecise probabilities, mainly by the dissemination of relevant information. |
Math Surprises: An Example
Buffon's Needle simulation and a surprising demonstration of Barbier's theorem about shapes of constant width |
Measure and Integration
Part of Dave Rusin's excellent Mathematical Atlas |
Parrondo Paradox
Parrondo Paradox simulation and a demonstration of the ratchet effect. |
Probabilistic Learning Activities Network
Probability activities and simulations in the form of applets and spreadsheets. This site advocates a Question/Hypothesis/Experiment approach to learning probability. |
Probabilistic Thinking
By Richard Jeffrey. HTML. |
Probability Abstract Service
Research paper abstracts. |
Probability Theory and Stochastic Processes
Part of Dave Rusin's excellent Mathematical Atlas. |
The Applied Probability Trust
The Applied Probability Trust is a non-profit foundation for study and research in the mathematical sciences. It publishes research journals, a student magazine and occasional special volumes. |
The Collector's Problem and the Two-Dimensional Factorial
In finding a new solution to a classic probability problem concerning the collection of items in a set, a new and useful recursive function has been found, the "two-dimensional factorial." |
The Laymans Guide to Probability
An in-depth but easily readable guide on probability theory, covering various aspects of theory with a bias to gambling games. |
The Probability Web
A collection of pages maintained by Bob Dobrow to serve people with interests in probability theory and its applications. |
Theory of Probability
The introduction, formulas, software, algorithms, equations, problems, and calculations. |
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