Advancing the Field of Quantitative Finance
formerly the IAFE

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

Peter Carr, http://www.math.nyu.edu/research/carrp/research.html

Emanuel Derman, http://www.ederman.com/new/index.php

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/