Special Issue "Selected Papers from the Fifth International Conference on Mathematics in Finance (MiF) 2014, Organized by North-West University, University of Cape Town and University of Johannesburg, South Africa"
Deadline for manuscript submissions: closed (31 December 2014).
Interests: applied econometrics; financial econometrics; energy finance; time series analysis; forecasting; empirical industrial organisation; risk management
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Interests: mathematics; statistics; mathematics of finance; quantitative finance; investment management
Organized by North-West University, University of Cape Town and University of Johannesburg, the Fifth International Conference on Mathematics in Finance (MiF) was held from 24-29 August 2014 at Skukuza, Kruger National Park, South Africa.
The main objective of the conference is to bring together academics, practitioners and graduate students who are working in the broad field of financial mathematics and statistics. It is envisaged that participants who are at the forefront of the area will reflect on current open problems and relevant challenges and will indicate directions for future research. It is hoped that the interplay between theory and practice, as well as issues relating to the dissemination of knowledge and teaching in this field, will be discussed critically.
The conference will focus on various aspects within financial mathematics and statistics, with special attention given to the interaction between the different areas, emphasizing the role of mathematics and statistics in finance. Topics to be covered include:
- Contemporary methods in the field of business analytics;
- Investment and credit risk;
- New methods of quantitative risk analysis, modeling and management, including actuarial science;
- Quantitative and computational methods in finance;
- Financial mathematics, measure theory, functional analysis, and modern stochastics in finance.
This Special Issue will collect selected papers from the conference, which will cover areas such as Actuarial Science, Quantitative Risk Management, Financial Mathematics, and Business Analytics (Data Mining). For further details, see http://www.nwu.ac.za/content/mif-2014-landing-page.
Jonathan Crook (University of Edinburgh, UK)
Bruno Dupire (Bloomberg and New York University, USA)
Paul Embrechts (ETH Zurich, Switzerland)
Rüdiger Frey (Vienna University of Economics and Business, Austria)
Matheus Grasselli (McMaster University, Canada)
Alan Kirman (Aix-Marseille Université, France)
Andrea Macrina (University College London, UK)
Michael McAleer (Erasmus University Rotterdam, The Netherlands; National Tsing Hua University, Taiwan)
Alex McNeil (Heriot-Watt University, UK)
Dirk Tasche (Bank of England - Prudential Regulation Authority and Imperial College, UK)
Graeme West Lecture: Chialin Chang (National Chung Hsing University, Taiwan)
Momentum Lecture: Ronald Surz (President, PPCA inc, USA)
Prof. Dr. Chia-Lin Chang
Prof. Dr. Coenraad Labuschagne
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 papers will be 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. Journal of Risk and Financial Management 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 1200 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.