Sidebar on Black-Scholes for Risk Management - Working paper by Philip H. Dybvig and William J. Marshall. Software for EMM (Efficient Method of Moments) - Code and User's Guide for EMM are freely available. Posted versions contain worked examples for estimation of continuous time stochastic differential equations for the short-term interest rate and stock prices. Libor Market Model : A New Approach - A two-factor model using recombining binomial tree. Training, consultancy and resources. A Study of Option Pricing Models - Kevin Rubash. Risk Theory by Arcady Novosyolov - Deals with decision making as it applies to the financial and actuarial fields, including risk assessment and measurement, portfolio selection and ruin theory. Society for Nonlinear Dynamics and Econometrics - The Society seeks to promote the use of nonlinear methods in economics and finance from both a theoretical and empirical perspective.