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 Kenneth Judd's 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.

Finance Gloria Mundi The site contains large numbers of papers on risk management, in particular Value-at-Risk. MathFinance 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 http://fedc.wiwi.hu-berlin.de/xplore/ebooks/html/ 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 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.

Presentations http://people.eku.edu/ritchisong/posterpres.html Some hints on how to design and structure a poster presentation (+ more links). http://www.cs.berkeley.edu/~jrs/speaking.html A guide on how to give conference presentations.

Random numbers Non-Uniform Random Variate Generation by Luc Devroye

Robust statistics Alfio Marazzi's homepage Antwerp Group on Robust & Applied Statistics Robust Statistics and R

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