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:
Both of these can be ordered from Hal's book page.
Job link for quants: www.quantfinancejobs.com
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