Finance, Financial Risk Management and their Applications

Dear Colleagues,

Over the past four decades, academic researchers and market practitioners have developed and adopted different models and techniques for option pricing. Ground-breaking work on option pricing was done by Black and Scholes (1973) and Merton (1973). Since 1973, mathematical finance has become a new branch of standard finance theory. It has developed rapidly in the last twenty years, and is now a branch of probability theory and stochastic analysis. Mathematical finance problems give rise to the innovative application of a wide range of mathematical methods, not only from probability theory and stochastic analysis, but also methods such as partial differential equations, statistics, convex analysis, optimization, stochastic control and numerical analysis.

In mathematical finance, risk management is an important topic. This has led to some developments, such as hedging methodologies, pricing volatility derivatives, risk measures, portfolio theory, asset allocation, etc.   

In this Special Issue, we would like to invite you to submit original research and review articles exploring finance, financial risk management and their applications. Potential topics include, but are not limited to:

Hedging 
Risk measures
Pricing volatility derivatives
Option pricing
Asset pricing models
Portfolio management
Real option
Asset allocation
Interest rate modelling
Numerical methods for pricing derivatives

Dr. Leung Lung Chan
Guest Editor

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 250 words) can be sent to the Editorial Office for assessment.

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. International Journal of Financial Studies 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 1800 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.