Mathematics and Finance
A section of Journal of Risk and Financial Management (ISSN 1911-8074).
Section Information
Mathematics plays a vital role in many areas of finance. In particular, it provides the theories and tools that have been widely used in all areas of finance.
Knowledge of mathematics, probability, statistics, and other analytic approaches is essential to develop methods and theories in finance and test their validity through the analysis of empirical real-world data. For example, mathematics, probability, and statistics could help to develop pricing models for financial assets such as equities, bonds, currencies, and derivative securities, and propose financially optimal strategies coherently to decision-makers according to their preferences. This Section will bring together theory, practice, and applications of mathematical finance.
We invite investigators to contribute original research articles that advance the use of mathematics, probability, and statistics in the areas of finance or financial economics. All submissions must contain original unpublished work not being considered for publication elsewhere.
Before submission, authors should carefully read over the journal's ‘Instructions for Authors’. The review process will follow the journal's practice. Prospective authors should submit an electronic copy of their complete manuscript via the manuscript submission system.
Keywords
- Mathematical Tools (Statistical Tools)
- Extreme Value Theory / Extreme Value Analysis (EVA)
- Numerical Methods
- Time Series
- Mathematical Models
- ARCH Model
- GARCH Model
- Stochastic Models for Asset and Instrument Prices
- Derivatives Pricing
- Pricing Models
- Arbitrage-free Pricing
- Options Pricing
- Futures Contract Pricing
- Swap Valuation
- Forward Price
- Brownian Model of Financial Markets
- Portfolio Modelling
- Performance Measurement
- Quantitative Finance
- Computational Finance
- Financial Engineering
Editorial Board
Special Issues
Following special issues within this section are currently open for submissions:
- Low Frequency Algorithmic Trading (Deadline: 1 May 2024)
- Computational Finance and Financial Econometrics (Deadline: 30 June 2024)
- Empirical Research on Asset Pricing and Portfolio Selection (Deadline: 31 July 2024)
- Applied Statistics and Big Data Analysis in Finance: Exploring Emerging Trends and Opportunities (Deadline: 31 December 2024)
- Financial Econometrics with Panel Data (Deadline: 31 December 2024)
- Featured Papers in Finance and Society Wellbeing—In Honor of Professors Joe Gani and Chris Heyde (Deadline: 31 December 2024)
- Featured Papers in Mathematics and Finance (Deadline: 31 December 2024)
