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Resources : Guide To Studying The Field

Core Body of Knowledge

List of Books About Financial Engineering

Articles of Interest on Financial Engineering

Weblinks of Interest on Financial Engineering:

Research Papers on the Web
Several leading researchers in financial engineering make many of their papers available for free download. Here are some links:

Mark Broadie,

Peter Carr,

Emanuel Derman,

Darrell Duffie,

John Hull,

Andrew Lo,

Philip Protter,

Sidney Resnick,

In addition here are two sources for papers on specific topics within financial engineering:

For papers on credit models, credit derivatives, and credit risk,

For papers on risk management,

Course Notes on the Web

Robert Kohn of Courant Institute has complete course notes for Derivative Securities, Continuous Time Finance, and Partial Differential Equations for Finance available at

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