Links

• Financial Data Sources

• London Stock Exchange

• Chicago Mercantile Exchange

• Datastream

• Google's Finance pages

• Yahoo's Finance pages

• R & C Research (historical data on many assets. Some intraday data available also)

• Thomson FN (numerous financial data series and much more)

• The ever-interesting Financial Times

• Federal Reserve Board of St Louis

• Economagic has links to data sources

• The Bank of England

• The American Stock Exchange

• The Royal Society

• Olin School of Business - Washington University - St.Louis

• London Business School

• LIFFE home page

• MathFinance - a wide-ranging web page of interest to the profession

• A fascinating compendium of Value at Risk resources, from Barry Schachter, a VP at Chase Manhattan Bank

• The Review of Financial Studies

• The home page of Scilab , a (good) free mathematical computation package with syntax similar to Matlab

• The home page of R , a (good) free statistical computation package

• Journal of Finance home page

• Finance journals listed by title

• Martin Sewell's finance page giving lots of useful overviews of a range of topics

• The Journal of Derivatives and other Institutional Investor Journals.

• 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.

• 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.

• The GNU Scientific Library contains many very useful C routines - well worth a look.

• Some useful data from Timetric.

• Don't overlook the Office of National Statistics and other links there, for information about the UK and Europe.

• ... and in case you think you have been doing some good work lately, take a look at this