Association of Financial Engineers (IAFE)
The IAFE is the not-for-profit, professional society dedicated to
fostering the profession of quantitative finance by providing platforms
to discuss cutting-edge and pivotal issues in the field. Founded in
1992, the IAFE is composed of individual academics and practitioners
from banks, broker dealers, hedge funds, pension funds, asset managers,
technology firms, regulators, accounting, consulting and law firms, and
universities across the globe.
Applied and Industrial Mathematics)
SIAM exists to ensure the strongest interactions between mathematics
and other scientific and technological communities through membership
activities, publication of journals and books, and conferences. Their
mission is to build cooperation between mathematics and the worlds of
science and technology.
Math Finance Research Papers
The following academics maintain websites offering links to a generous
selection of their research papers:
Articles on Topics in Financial Mathematics
The website for DefaultRisk
offers links to a very large selection of articles in the growing field
of credit derivatives and credit modeling research.
Barry Schachter’s website gloriamundi
to a large selection of articles on risk management
Organizations and Publications
Association of Financial Engineers
well-annotated link to a wide variety of professional organizations and
publications related to the field of quantitative finance.
Bob Kohn's website offers links to thorough course
notes for Derivative
Securities, Continuous Time Finance, and Partial Differential Equations