Cambridge Econometrics - Econometrics Training Services - A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia. - http://www.cambridgeeconometrics.com/econometrics_training/about_econometrics_training.htm
Libor Market Model : A New Approach - A two-factor model using recombining binomial tree. Training, consultancy and resources. - http://www.libormarketmodel.com
Introduction to Options - A course in 6 chapters jointly developed by the International Finance and Commodities Institute (IFCI) and Axone Services et Developpement SA. - http://finance.wat.ch/cbt/Options/
Numerical Pricing of Derivative Claims - Path Integral Monte Carlo Approach. Miloje S. Makivic. - http://www.npac.syr.edu/users/miloje/Finance/Option1/option1.html
CQF Mathematical Finance Forum - A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation. - http://www.cqf.info/
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. - http://www-snde.rutgers.edu/SNDE/society/snde.html
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. - http://www.econ.duke.edu/~get/emm.html