FAME
International Center for Financial Asset Management and Engineering

Recent papers in Mathematical Finance
Derivatives with emphasis on modeling of financial risk

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.

Topics in Probability: The mathematics of financial risk-management

Value-at-Risk Course
by Professor Philippe Jorion, Graduate School of Management, University of California, Irvine