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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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