{"id":62,"date":"2021-02-23T10:56:16","date_gmt":"2021-02-23T15:56:16","guid":{"rendered":"http:\/\/pages.charlotte.edu\/jpbishwa\/?page_id=62"},"modified":"2021-03-16T15:50:23","modified_gmt":"2021-03-16T19:50:23","slug":"links","status":"publish","type":"page","link":"https:\/\/pages.charlotte.edu\/jpbishwa\/links\/","title":{"rendered":"Links"},"content":{"rendered":"\n<div class=\"wp-block-image\"><figure class=\"alignright size-large is-resized\"><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/pages.charlotte.edu\/jpbishwa\/wp-content\/uploads\/sites\/1282\/2021\/02\/JB-CRR21.jpg\" alt=\"\" class=\"wp-image-63\" width=\"368\" height=\"275\" srcset=\"https:\/\/pages.charlotte.edu\/jpbishwa\/wp-content\/uploads\/sites\/1282\/2021\/02\/JB-CRR21.jpg 684w, https:\/\/pages.charlotte.edu\/jpbishwa\/wp-content\/uploads\/sites\/1282\/2021\/02\/JB-CRR21-300x225.jpg 300w\" sizes=\"auto, (max-width: 368px) 100vw, 368px\" \/><figcaption>(With&nbsp;<a href=\"https:\/\/en.wikipedia.org\/wiki\/C._R._Rao\">C R Rao<\/a>&nbsp;in my office on July 29, 2010)<\/figcaption><\/figure><\/div>\n\n\n\n<ul class=\"wp-block-list\" id=\"block-6772a6d5-e0de-47e7-ba4f-7c23369552e9\"><li><a href=\"https:\/\/www.facebook.com\/UNCC.CLAS\">UNC Charlotte CLAS Facebook<\/a>\u00a0\u00a0<\/li><li><a href=\"https:\/\/tfetimes.com\/best-financial-engineering-program-rankings\/\">Financial Engineering Ranking<\/a>\u00a0\u00a0<\/li><li><a href=\"http:\/\/www.mathfinance.uncc.edu\/\">UNCC Mathematical Finance Program<\/a>\u00a0\u00a0<\/li><li><a href=\"http:\/\/www.math.uncc.edu\/\">UNCC Dept. of Mathematics &amp; Statistics<\/a>\u00a0\u00a0<\/li><li><a href=\"http:\/\/www.belkcollege.uncc.edu\/\">UNCC Belk College of Business<\/a>\u00a0\u00a0<\/li><li><a href=\"http:\/\/www.math.uncc.edu\/~washaban\/ActuarialWebsite\/Actuary.htm\">UNCC Actuarial Science Program<\/a>\u00a0\u00a0<\/li><li><a href=\"http:\/\/www.uncc.edu\/gradmiss\/index.asp\">UNCC Graduate School<\/a>\u00a0\u00a0<\/li><li><a href=\"http:\/\/www.uncc.edu\/gradmiss\/gs_catalog.html\">UNCC Graduate Catalog<\/a>\u00a0\u00a0<\/li><li><a href=\"http:\/\/www.provost.uncc.edu\/Catalogs\/2007-2009\/\">UNCC Undergraduate Catalog<\/a>\u00a0\u00a0<\/li><li><a href=\"http:\/\/online.northcarolina.edu\/\">University of North Carolina Online<\/a><\/li><li><a href=\"http:\/\/phd-business.uncc.edu\/\">UNCC PhD in Business Administration<\/a><\/li><li><a href=\"http:\/\/www.pme-math.org\/chapters\/states\/nc.html\">Pi Mu Epsilon (Theta Chapter)<\/a><\/li><li><a href=\"http:\/\/www.kolmogorov.com\/\">Andrei Nikolaevich Kolmogorov<\/a><\/li><li><a href=\"http:\/\/www.york.ac.uk\/depts\/maths\/histstat\/people\/welcome.htm\">Portraits of Statisticians<\/a><\/li><li><a href=\"http:\/\/www.imstat.org\/\">Institute of Mathematical Statistics<\/a><\/li><li><a href=\"http:\/\/www.amstat.org\/\">American Statistical Association<\/a><\/li><li><a href=\"http:\/\/www.ams.org\/\">American Mathematical Society<\/a><\/li><li><a href=\"http:\/\/www.maa.org\/\">Mathematical Association of America<\/a><\/li><li><a href=\"http:\/\/www.siam.org\/\">SIAM<\/a><\/li><li><a href=\"http:\/\/www.afajof.org\/\">American Finance Association<\/a><\/li><li><a href=\"http:\/\/www.econometricsociety.org\/\">Econometric Society<\/a><\/li><li><a href=\"http:\/\/www.vanderbilt.edu\/AEA\/\">American Economic Association<\/a><\/li><li><a href=\"http:\/\/www.nber.org\/\">National Bureau of Economic Research<\/a><\/li><li><a href=\"http:\/\/www.informs.org\/\">INFORMS<\/a><\/li><li><a href=\"http:\/\/www.samsi.info\/\">SAMSI<\/a><\/li><li><a href=\"http:\/\/www.bachelierfinance.org\/\">The Bachelier Finance Society<\/a><\/li><li><a href=\"http:\/\/www.finance.ox.ac.uk\/\">Oxford Financial Research Center<\/a><\/li><li><a href=\"http:\/\/www.mathfinancenews.com\/\">Math Finance News<\/a><\/li><li><a href=\"http:\/\/www.iac.rm.cnr.it\/amamef\">Mathematical Methods of Finance<\/a><\/li><li><a href=\"http:\/\/www.finmath.com\/\">Financial Mathematics.Com<\/a><\/li><li><a href=\"https:\/\/www.mathfinance.com\/\" data-type=\"URL\" data-id=\"https:\/\/www.mathfinance.com\/\">Mathematical Finance.Com<\/a><\/li><li><a href=\"http:\/\/www.aria.org\/\">American Risk &amp; Insurance Association<\/a><\/li><li><a href=\"http:\/\/www.soa.org\/\">Society of Actuaries<\/a><\/li><li><a href=\"http:\/\/www.casact.org\/\">Casualty Actuarial Society<\/a><\/li><li><a href=\"http:\/\/www.actuary.com\/\">Actuary.com<\/a><\/li><li><a href=\"http:\/\/www.risklatte.com\/\">Risk Latte<\/a><\/li><li><a href=\"http:\/\/www.cob.ohio-state.edu\/fin\/journal\/jofsites.htm\">Finance Site List<\/a><\/li><li><a href=\"http:\/\/www.fenews.com\/what-is-fe\/what-is-fe.html\">Financial Engineering News<\/a><\/li><li><a href=\"http:\/\/www.stat.ucla.edu\/journals\/ProbStatJournals\/\">Prob-Stat Journals<\/a><\/li><li><a href=\"http:\/\/www.math.binghamton.edu\/stat\/jour.html\">Journals in Statistics<\/a><\/li><li><a href=\"http:\/\/www.ams.org\/mathweb\/mi-journals5.html\">Math Journals<\/a><\/li><li><a href=\"http:\/\/www.feweb.vu.nl\/econometriclinks\/rankings\/trendsgif2005.html\">Stat-Econ Journals Impact Factor<\/a><\/li><li><a href=\"http:\/\/www.sciencegateway.org\/impact\/if02j1.html\">Science Journal Impact Factor<\/a><\/li><li><a href=\"http:\/\/www.stata.com\/links\/journals4.html\">STATA<\/a><\/li><li><a href=\"http:\/\/www.intindstat.org\/\">International Indian Statistical Association<\/a><\/li><li><a href=\"http:\/\/www.isical.ac.in\/\">Indian Statistical Institute<\/a><\/li><li><a href=\"http:\/\/www.mathcs.carleton.edu\/probweb\/probweb.html\">The Probability Web<\/a><\/li><li><a href=\"https:\/\/mathscinet.ams.org\/cis\" data-type=\"URL\" data-id=\"https:\/\/mathscinet.ams.org\/cis\">Current Index to Statistics<\/a><\/li><li><a href=\"http:\/\/www.ams.org\/mathweb\/mi-journals5.html\">Mathematics on the Web<\/a><\/li><li><a href=\"http:\/\/www.statsci.org\/index.html\">StatSci.Org<\/a><\/li><li><a href=\"http:\/\/isiknowledge.com\/\">Science Citation Index<\/a><\/li><li><a href=\"http:\/\/www.math.washington.edu\/~prob\/\">Probability Abstract Service<\/a><\/li><li><a href=\"http:\/\/dimacs.rutgers.edu\/~dbwilson\/exact.html\/\">Perfect Random Sampling<\/a><\/li><li><a href=\"http:\/\/www.puc-rio.br\/marco.ind\/monte-carlo.html\">Monte Carlo for Real Options<\/a><\/li><li><a href=\"http:\/\/www.cs.ubc.ca\/~nando\/smc\/index.html\">Sequential Monte Carlo<\/a><\/li><li><a href=\"http:\/\/www.risk.net\/\">Risk.Net<\/a><\/li><li><a href=\"http:\/\/www.risklab.ch\/\">RiskLab<\/a><\/li><li><a href=\"http:\/\/www.riskbooks.com\/\">Risk Books<\/a><\/li><li><a href=\"http:\/\/www.gloria-mundi.com\/\">GloriaMundi.com<\/a><\/li><li><a href=\"http:\/\/www.defaultrisk.com\/\">DefaultRisk.com<\/a><\/li><li><a href=\"http:\/\/econpapers.hhs.se\/\">Econpapers<\/a><\/li><li><a href=\"http:\/\/www.cirano.qc.ca\/\">CIRANO<\/a><\/li><li><a href=\"http:\/\/www.math.ethz.ch\/\">ETH, Zurich<\/a><\/li><li><a href=\"http:\/\/www.inria.fr\/\">INRIA<\/a><\/li><li><a href=\"http:\/\/www.proba.jussieu.fr\/\">LPMA, Paris VI<\/a><\/li><li><a href=\"http:\/\/www.wias-berlin.de\/\">Wierstrass Institute, Berlin<\/a><\/li><li><a href=\"http:\/\/www.statistics.ma.tum.de\/en\/home\/\">TUM, Munich<\/a><\/li><li><a href=\"http:\/\/www.eurandom.tue.nl\/\">EURANDOM<\/a><\/li><li><a href=\"http:\/\/www.math.ku.dk\/~michael\/dynstoch\/\">DYNSTOCH<\/a><\/li><li><a href=\"http:\/\/www.caf.dk\/\">CAF, Aarhus<\/a><\/li><li><a href=\"http:\/\/www.inomics.com\/cgi\/show\">Inomics<\/a><\/li><li><a href=\"http:\/\/www.feweb.vu.nl\/econometriclinks\/\">Econometrics Links<\/a><\/li><li><a href=\"http:\/\/citeseer.ist.psu.edu\/\">Scientific Literature Library<\/a><\/li><li><a href=\"http:\/\/papers.ssrn.com\/\">Social Sciences Research Network<\/a><\/li><li><a href=\"http:\/\/fr.arxiv.org\/\">Arxiv<\/a><\/li><li><a href=\"http:\/\/repec.org\/\">RePEc<\/a><\/li><li><a href=\"http:\/\/springeronline.com\/\">Springer Verlag<\/a><\/li><li><a href=\"http:\/\/www.sciencedirect.com\/\/\">Elsevier, Science Direct<\/a><\/li><\/ul>\n","protected":false},"excerpt":{"rendered":"<p>UNC Charlotte CLAS Facebook\u00a0\u00a0 Financial Engineering Ranking\u00a0\u00a0 UNCC Mathematical Finance Program\u00a0\u00a0 UNCC Dept. of Mathematics &amp; Statistics\u00a0\u00a0 UNCC Belk College of Business\u00a0\u00a0 UNCC Actuarial Science Program\u00a0\u00a0 UNCC Graduate School\u00a0\u00a0 UNCC Graduate Catalog\u00a0\u00a0 UNCC Undergraduate Catalog\u00a0\u00a0 University of North Carolina Online UNCC PhD in Business Administration Pi Mu Epsilon (Theta Chapter) Andrei Nikolaevich Kolmogorov Portraits of [&hellip;]<\/p>\n","protected":false},"author":13,"featured_media":0,"parent":0,"menu_order":60,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-62","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/pages.charlotte.edu\/jpbishwa\/wp-json\/wp\/v2\/pages\/62","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/pages.charlotte.edu\/jpbishwa\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/pages.charlotte.edu\/jpbishwa\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/pages.charlotte.edu\/jpbishwa\/wp-json\/wp\/v2\/users\/13"}],"replies":[{"embeddable":true,"href":"https:\/\/pages.charlotte.edu\/jpbishwa\/wp-json\/wp\/v2\/comments?post=62"}],"version-history":[{"count":7,"href":"https:\/\/pages.charlotte.edu\/jpbishwa\/wp-json\/wp\/v2\/pages\/62\/revisions"}],"predecessor-version":[{"id":175,"href":"https:\/\/pages.charlotte.edu\/jpbishwa\/wp-json\/wp\/v2\/pages\/62\/revisions\/175"}],"wp:attachment":[{"href":"https:\/\/pages.charlotte.edu\/jpbishwa\/wp-json\/wp\/v2\/media?parent=62"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}