Philip M Halperin

LinksLinks Links!

The following links lists are not intended to be exhaustive, but rather represent a small and admittedly idiosyncratic selection from the vast amounts of dross out there. In some instances, I have included further links pointers if you really want to be overwhelmed by quantity.
    All links are live on 6th January 2003.

Risk and Trading Links | General Links | Web Search Links

Risk Management and Derivatives Trading:

Contingency Analysis. This is a beautifully done website full of primer information for general risk management issues. In particular, the conceptual articles are models of clarity of thought (a fairly rare commodity in this field) and the generalist essay on enterprise risk management addresses many extremely practical concerns. They also have an excellent links page.

Numa Web "internet resource centre for financial derivatives" is a focused centre for all aspects of derivatives trading and risk management. The site includes an announcement board, a discussion forum, employment boards, good derivatives bookshop, and many other resources, including more links.

Nassim Taleb Home Page One of the most realistic and knowledgeable sources in the field of risk management today. After you have read his first book and articles, it is safe to turn you loose on the theoreticians.

Bank for International Settlements ("BIS") publications Is a great place for many of the original documents, policy papers, and working papers related to risk management policy. Check out the Basle agreements (otherwise known as the "Risk Management Full-Employment Accord"), and other important documents relevant to regulatory compliance and current issues in risk management.

IFCI Risk Watch A risk management site with particular emphasis on regulatory issues. Good generalist essays on risk management, but its major utility stems from the wealth of original documents "designed to help the user navigate his or her way through the sea of regulatory documents on international finance". The utility of the information makes it well worth the wait that the slow server and needless graphics impose.

Financial Services Authority ("FSA") This site is a must for anyone who practices in the UK, and should be read by others who would want to see what a good set of regulators can do. It is important to understand the regulatory philosophy as well as the rules of the game, and the FSA site is good at explaining both. A well organised, easy to read, easy to navigate site of the body that comprises some of the sharpest regulators I have met.

Wahoo! - The Computerized Trader's Interesting Sites List is a seriously rich link site for the trader. It includes links to pricing services, usegroups, software, exchanges, news services, broker lists, government agencies, nearly everything a practitioner could desire. I particularly like Gibbons Burke's no-nonsence approach to website design.

For links and links you might like to visit the Financial Data Finder of Ohio State University Fisher College of Business. Now has a very useful site-search feature. Another good site with its own search engine is Finance Wise brought to you by the good folks at the Risk-Waters Group. Very professional, very useful, let's just hope it stays free of charge.

Applied Derivatives Trading online magazine is a good, practical magazine for risk management and trading which manages to discuss RM comprehensibly and provides very topical articles as well. A good real-world 'zine.

Global Association of Risk Professionals ("GARP") Formerly a wonderful resource when it was a non-profit association, it currently suffers from an increasing tendency to commercialisation. It has had excellent and exciting forums, message boards, conferences, and incredible contact with knowledgeable practitioners. Given the current emphasis on generating membership and other fees, the interesting bits here have atrophied somewhat. Still, a useful site. Another fancy-shmancy commercial organisation with a useful site is the International Association of Financial Engineers which tends to be more theoretical. Regrettably less useful is the site of PRMIA, the slow-loading site of the Professional Risk Managers' International Association. We can only hope that their site will, in time, provide good solid competition to GARP, just as the organisation now does. All would benefit.

Journal of Finance Sites Links The mother lode of finance-related links, maintained by JF. It includes links to journals and research materials, working papers, associations, institutions, book publishers, general financial interest, and even links to other links. A great place for us practitioner-types to find what we need quickly (including footnotes, indispensable for talking with quants).

Barry Schachter Home Page Barry maintains a website with pointers to everything he can find related to Value-at-Risk. The site contains links to published articles, working papers (even mine!) and other sites.

DerivaQuote is a fine collection of literary and practical quotes about derivatives (although it has none of mine, ahem) collated by Don Chance.

Derivatives Strategy Comix can provide a little Levitas after all the above Gravitas.


The Internet Public Library This is a fantastic jumping-off point to find anything of any literary interest on the web. There are myriad books, newspapers, periodicals, and general reference materials here, all linked under one roof.

The Gutenberg Project is another good site. I believe the aim here is to get every printed book eventually onto the web.

The Reference Desk calls itself "the single best source for facts on the Net". It very well might be.

Newslink from American Journalism Review has a masterful list of newspapers sites, magazines sites, radio and TV sites, and sites for newsgathering organisations. It is much stronger on American and Canadian sites, but has good listings for the rest or the world, as well. A really good site if you want current up to the minute stories is the Associated Press Feed which will give you raw bulletins from AP as they are released. If one had to pick but a single news source, my vote would be BBC World News. Clean, balanced, articulate news.

Martindale's 'The Reference Desk' : Calculators On-Line Center is an absolutely magnificent collection of calculators of all sorts, including statistical, Islamic calendar, cooking, conversions, financial, Mezo-American, in fine, just about every simple calculation you would ever want to see automated, all at one URL. As of early May 1999, they have over 8,500 different on-line calculators.

The Web Museum Paris is similarly an absolute must-see if you have any interest in art. I have pointed you at the American site, but there are mirrors all over the world. The contents of the world's great art museums are increasingly available in one location.

Map Quest is one of the best sites I have seen for interactive maps. Choose any country, anywhere, for finding locations and directions, zooming in and out. For more general reference maps the Perry-Castaņeda Library Map Collection serves as an excellent reference site, with historical maps, atlases, CIA maps, general reference cartography of all sorts.

BabelFish Translator could spare you the trouble of seeking out French or other sites in the original. Simply submit the URL of the webpage you want translated, and it will give you a translation, to or from English, Spanish, French, Italian, or Portuguese, or (it claims) from Chinese, Japanese, Korean, or Russian, that will make sense to a computer at least. But it is not a bad starting point for translation. Click here to see what it did to an earlier version of this page.

If you are looking for a Russian-English/English-Russian translator go to the PROMT Online Translator which gives you the choice of context lexicons to aid the machine translation, although it only will do a few lines at a time. You can also translate Web Pages with PROMT. (For more Russian links, go here).

Every think, "I wish I'd said that"? The Quotations Page has a huge collection of searchable quotations to make you especially witty.

Web Search:

One of the most difficult things with the exponential expansion of number of websites is to find what you are looking for. There are lots of excellent, well-known search engines out there, so I will content myself with listing a just a couple of the great engines.

Metacrawler is a fantastic starting point in that it incorporates many of the majors, and so can do a very thorough job indeed.

One of my personal favourite (and, increasingly, everyone's personal favourite) search engines is Google -- blindingly fast, very, very targeted. Moreover, it allows you to search within results --- a feature increasingly necessary as the net expands without bound, and also has a "similar pages" feature that can occasionally help you find related material not in your original keyword formulation.

Finally, for more than you ever wanted to know about search engines, what's hot, and what's not, you might point your browser at Search Engine Watch . This site includes some excellent advanced search tutorials as well.

Top | Risk and Trading Links | General Links | Web Search Links

CV | Leave Message in Guestbook | E-Mail Me | Home