CQF Mathematical Finance Forum - A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation.
Pricing and Hedging of Derivative Securities - By Lars Tyge Nielsen. An introduction to the theory of pricing and hedging of derivative securities in continuous time for researchers in both academia and the financial industry.
Risk Theory by Arcady Novosyolov - Deals with decision making as it applies to the financial and actuarial fields, including risk assessment and measurement, portfolio selection and ruin theory.
Software for EMM (Efficient Method of Moments) - Code and User's Guide for EMM are freely available. Posted versions contain worked examples for estimation of continuous time stochastic differential equations for the short-term interest rate and stock prices.