External Links

Computation and Numerical Methods

Scientific Computation
A lecture script that gives a thorough overview of numerical issues.
Scientific Computing: An Introductory Survey.
The homepage of Michael Heath's book ‘Scientific Computing: An Introductory Survey’, with lecture notes and other resources.

Economics and Computation

Editing and writing papers

Classification System of the Journal of Economic Literature
A widely followed keyword classification system (‘JEL codes’) for pubilications in economics, finance and econometrics.


Gloria Mundi
The site contains large numbers of papers on risk management, in particular Value-at-Risk.

Resources for option/derivatives pricing (in particular FX options).

Quantitative Finance Library
The site contains many papers on quantitative finance (mainly derivatives pricing) which can be downloaded freely.

Centre for Practical Quantitative Finance (CPQF) Working Paper Series
Working paper series, focused mainly on derivatives pricing.

RiskLab Switzerland 1994-2004
A collection of papers on quantitative risk management.


AMS packages
The homepage of LaTeX packages of the Americal Mathematical Society. Includes the “Short Math Guide for LaTeX”, a very useful reference for typesetting math with the amssymb and amsmath packages.

Matrix Algebra

The Matrix Cookbook
A collection of matrix results, eg derivatives with respect to matrices/vectors, matrix decompositions etc.

Online books

Several e-books on statistics and finance that use XploRe (a formerly commercial statistics package).

Elements of Statistical Learning by Trevor Hastie, Robert Tibshirani, and Jerome Friedman

Handbook of Mathematical Functions by M. Abramowitz and I. Stegun

The Mathematics of Gambling by Edward O. Thorp

Matlab Books by Cleve Moler
Two books available online on Numerical Computing and Experiments with Matlab.

Non-Uniform Random Variate Generation by Luc Devroye

Specification Searches: Ad Hoc Inference with Nonexperimental Data by Edward E. Leamer

Optimisation methods

Ant Colony Optimization
A comprehensive source of information (including downloadable papers) on Ant Colony Optimisation.


Some hints on how to design and structure a poster presentation (+ more links).

A guide on how to give conference presentations.

Random numbers

Robust statistics

(If a link does not work properly, please contact Enrico Schumann.)

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