Financial Engineering with Mathematica

Zvi Wiener of the Hebrew University and I have published 6 small articles in Mathematica in Education and Research. Much of this material had its origins in a course on financial engineering which we developed. All of these papers are downloadable from this site:

Wiener and Markus Leippold have written two lovely papers on Mathematica and term structure models:

"On Trinomial Trees for One-Factor Short Rate Models" is a new Wiener-Leippold piece.  

Tomas Björk (Stockholm), Zvi Wiener (Jerusalem), and Simon Benninga (Tel-Aviv) have recently published paper on the use of numeraire methods (Journal of Derivatives 2000).  [If you're downloading this file, be forewarned:  it's 3MB!]

Other materials on Mathematica and finance:

Job link for quants:  www.quantfinancejobs.com

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