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,
http://www.columbia.edu/~mnb2/broadie/research_papers.html

Peter Carr,

https://engineering.nyu.edu/faculty/peter-carr

Emanuel Derman, https://www.emanuelderman.com/

Darrell Duffie, http://www.stanford.edu/~duffie/

John Hull,
http://www.rotman.utoronto.ca/~hull/DownloadablePublications/

Andrew Lo, http://web.mit.edu/alo/www/

Philip Protter, http://www.stat.columbia.edu/~protter/

Sidney Resnick, http://legacy.orie.cornell.edu/~sid/

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

For papers on credit models, credit derivatives, and credit risk, http://www.defaultrisk.com

For papers on risk management, http://gloria-mundi.com

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 http://www.math.nyu.edu/faculty/kohn/