Special Issue "Emerging Topics in Finance and Risk Engineering—In Memory of Peter Carr"
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: closed (31 August 2023) | Viewed by 11894
Interests: derivatives pricing; risk management; applied mathematics
We would like to invite contributions to this issue of Risks honoring the memory of Peter Carr (1958–2022). After receiving a Ph.D. in finance from UCLA, Peter Carr worked for eight years as an Assistant Professor of Finance at Cornell University before joining Morgan Stanley as a Vice President in 1996 and later at Bank of America Securities as a Principal in 1999. He was the head of the Quantitative Financial Research Group at Bloomberg from 2003–2010, a Managing Director and Global Head of Market Modeling at Morgan Stanley from 2010 to 2016, before returning to academia in 2016 as the Chair of the Department of Finance and Risk Engineering at NYU’s Tandon School of Engineering.
Peter was a colleague, friend, and mentor to many of us. His contributions to financial engineering and financial mathematics span a wide range, touching on many topics, such as derivatives pricing, asset price modeling with martingales, uncovering symmetries and exploiting them in derivatives valuation, volatility modeling, and much more.
A recurring theme in Peter’s work is the application of novel concepts and methods to financial problems. Some examples are the study of derivatives with randomly distributed maturity, the use of algebraic methods for derivatives pricing, and exploring new modeling ideas using artificial intelligence and machine learning. In the same spirit, we would like to invite contributions proposing new methods and applications of emerging methods to problems of financial and risk engineering.
Dr. Dan Pirjol
Dr. Lingjiong Zhu
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Risks is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
- derivatives pricing
- asset price modeling
- risk management
- novel methods in finance