The Wharton Financial Institutions Center
The Wharton Financial Institutions Center is dedicated to being the leading research center to address the challenges and opportunities facing the financial services industry.
FAME
International Center for Financial Asset Management and Engineering
Value-at-Risk Course
by Professor Philippe Jorion, Graduate School of Management, University of California, Irvine
Topics in Probability: The mathematics of financial risk-management
Recent papers in Mathematical Finance
Derivatives with emphasis on modeling of financial risk