Links
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Financial Data Sources
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London Stock Exchange
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Chicago Mercantile Exchange
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Datastream
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Google's
Finance pages
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Yahoo's
Finance pages. You will find some option prices on individual
US stocks here, as well as some major indices. Spot FX is available,
but at the current time, no FX options.
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R & C Research (historical data on many assets. Some intraday
data available also)
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Thomson FN (numerous financial data series and much more)
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The ever-interesting
Financial Times
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Federal Reserve Board of St Louis
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Economagic has links to data sources
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The Bank of England
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The American Stock Exchange
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The Royal Society
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Olin School of Business - Washington University - St.Louis
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London Business School
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LIFFE home page
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MathFinance - a wide-ranging web page of interest to the profession
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A fascinating compendium of Value at Risk resources, from
Barry Schachter, a VP at Chase Manhattan Bank
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The Review of Financial Studies
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The home page of
Scilab , a (good) free mathematical computation package with
syntax similar to Matlab
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The home page of
R , a (good) free statistical computation package
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Journal of Finance home page
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Finance journals listed by title
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Martin Sewell's finance page giving lots of useful
overviews of a range of topics
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The
Journal of Derivatives
and other Institutional Investor Journals.
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The home page of
BUGS , Bayesian inference Using Gibbs Sampling, a freely downloadable
software package which permits Bayesian models to be set up and
analysed very simply; well worth having.
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A list of
Bayesian graphical software, no longer apparently being updated,
but a good place to start if you want to see what else there is
besides BUGS.
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The
GNU Scientific Library contains many very useful C
routines - well worth a look.
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Some useful data
from Timetric.
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Don't overlook
the Office of National Statistics
and other links there, for information about the UK and Europe.
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... and in case you think you have been doing some good work lately,
take a look at
this