Section Editors

Section Board for 'Financial Mathematics' (37)

Please see the section webpage for more information on this section.

Prof. Dr. Christoph Frei
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Mathematical and Statistical Sciences, University of Alberta, Edmonton, AB T6G 2G1, Canada
Interests: mathematical finance (algorithmic trading and credit risk management); mathematical economics (over-the-counter markets and the economics of digital currencies)
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Prof. Dr. Encarnación Algaba
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Department of Applied Mathematics II and IMUS, University of Sevilla, 41092 Sevilla, Spain
Interests: analysis of networks; cooperative game theory; restricted cooperation
Prof. Dr. Peter Brusov
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Financial University Under the Government of Russian Federation, Moscow, Russia
Interests: corporate finance
Prof. Dr. Elisa Alòs
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Department d’Economia i Empresa and Barcelona Graduate School of Economics, University of Pompeu Fabra, Barcelona, Spain
Interests: mathematical finance; stochastic modeling; fractional Brownian motion
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Dr. David Barilla
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Department of Economics, University of Messina, Messina, 98122, Italy
Interests: optimization theory; game theory; mathematics for economics; variational methods for economics
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Prof. Dr. Jose M. Cabello
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Department of Applied Economics (Mathematics), Universidad de Málaga, 29071 Málaga, Spain
Interests: operations research; mathematical programming; optimization; economy
Prof. Dr. David Carfì
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Department of Mathematics, University of California Riverside, Riverside, CA 92521, USA
Interests: mathematical economics; game theory; decision theory; risk management; bargaining theory; finance; econophysics; quantum finance; foundations of quantum mechanics; relativistic quantum mechanics; Schwartz distribution theory; differential manifolds; relativity
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Prof. Dr. Jan Dhaene
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AFI Department, KU Leuven, 3000 Leuven, Belgium
Interests: actuarial science; risk measures; herd behavior; fair valuation; comonotonicity
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Prof. Dr. Tatiana Filatova
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Financial University Under the Government of Russian Federation, Moscow, Russia
Interests: corporate finance
Prof. Dr. Antonella Basso
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Department of Economics, Ca’ Foscari University of Venice, Cannaregio 873, 30121 Venice, Italy
Interests: financial mathematics; option pricing; DEA (data envelopment analysis) models; performance evaluation of mutual funds; credit risk
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Dr. Burak Erkut
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1. Faculty of Economics, Administrative and Social Sciences, Bahçeşehir Cyprus University, Nicosia, Northern Cyprus
2. Institute for Research in Economic and Fiscal Issues, Paris, France
Interests: evolutionary economics; multivariate statistical analysis; KM; game theory; behavioral economics
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Dr. José António Filipe
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Iscte – Instituto Universitário de Lisboa, Lisboa 1649-026, Portugal
Interests: Mathematics; Statistics; Stochastic Processes - Queues and Applied Probabilities; Game Theory; Application of Quantitative Methods to Economics, Management, Finance and Social Problems
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Dr. Ionut Florescu
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School of Business, Stevens Institute of Technology, Castle Point on the Hudson, Hoboken, NJ 07030, USA
Interests: probability and statistics; mathematics of finance; stochastic processes; stochastic volatility models
Prof. Dr. Michael F. Gallmeyer
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Mclntire School of Commerce, University of Virginia, Charlottesville, VA, USA
Interests: financial mathematics; asset pricing; asset allocation; macro-finance
Dr. Guido Germano
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Department of Computer Science, University College London, 66-72 Gower Street, London WC1E 6EA, United Kingdom
Interests: computational finance; derivatives pricing; model calibration; Lévy processes; stochastic volatility; Fourier transform methods
Prof. Dr. Michael Günther
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Applied Mathematics, School of Mathematics and Natural Sciences, IMACM, University of Wuppertal, 42119 Wuppertal, Germany
Interests: numerical analysis; time dependent problems; odes; daes; pdes; pdaes; computational physics; computational finance; computationel electronics
Prof. Dr. Ladislav Kristoufek
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1. Institute of Information Theory and Automation, The Czech Academy of Sciences, Prague 3067696, Czech Republic
2. Institute of Economic Studies, Faculty of Social Sciences, Charles University Prague, Prague, Czech Republic
Interests: financial econometrics; interdisciplinary finance and economics; energy finance; cryptoassets; behavioral finance; computational finance
Prof. Dr. Davide La Torre
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AI Institute, SKEMA Business School, Université Côte d’Azur, Sophia Antipolis Campus, 60 rue Dostoievski, CS30085, 06902 Sophia Antipolis CEDEX, France
Interests: artificial intelligence; business analytics; machine learning; mathematical and statistical modeling; mathematical economics; mathematical finance; operations research
Dr. Stephen LeMay
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Department of Marketing, Supply Chain Logistics, and Economics, University of West Florida, Pensacola, FL, USA
Interests: supply chain management; logistics; truck driver turnover
Prof. Dr. José Niño-Mora
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Department of Statistics, Carlos III University of Madrid, 28903 Getafe, Spain
Interests: operations research; Markov Decision Processes; restless bandits; Dynamic and Stochastic Resource Allocation models
Prof. Dr. Emanuela Rosazza Gianin
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Department of Statistics and Quantitative Methods, University of Milano-Bicocca, via Bicocca degli Arcimboldi 8, 20126 Milano, Italy
Interests: risk measures; backward stochastic differential equations; mathematical finance; convex and quasiconvex analysis
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Prof. Dr. Yannick Malevergne
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Sorbonne School of Management, Panthéon-Sorbonne University, 75005 Paris, France
Interests: Asset allocation; Asset pricing; Portfolio management; Risk management; Risk measures
Prof. Dr. Gareth W. Peters
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School of Mathematical & Computer Sciences, Heriot-Watt University, EH14 4AS, UK
Interests: financial risk management and insurance; actuarial machine learning methodology; time series and state-space modelling; spatial statistics; stochastic processes in financial applications
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Prof. Dr. Krzysztof Piasecki

Institute of Economy and Finance, WSB University in Poznań, ul. Powstańców Wielkopolskich 5, 61-895 Poznań, Poland
Interests: mathematics for fuzzy systems; quantified behavioral finance; operations research; financial mathematics
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Dr. Marianito Rodrigo
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School of Mathematics and Applied Statistics, University of Wollongong, Wollongong, NSW 2522, Australia
Interests: mathematical biology; financial mathematics; forensic medicine; fractional calculus; ordinary and partial differential equations
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Prof. Dr. Luis Seco
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Department of Mathematics, University of Toronto, Toronto, Ontario M5S 3E6, Canada
Interests: mathematical finance; risk management; investments; infectious diseases; COVID-19; artificial intelligence; machine learning; socially responsible actions; regulation and compliance
Prof. Dr. Daniel Sevcovic
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Department of Applied Mathematics and Statistics Faculty of Mathematics, Physics and Informatics Comenius University, Bratislava, Slovakia
Interests: Partial differential equations and their applications; Curvature driven flows of curves and interfaces; Financial mathematics; Pricing derivative securities
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Dr. Yang Shen
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School of Risk and Actuarial Studies, University of New South Wales, Sydney, NSW, Australia
Interests: actuarial mathematics; financial mathematics; stochastic control; game theory
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Prof. Dr. Agnès Sulem
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Equipe-projet MathRisk, INRIA Paris, 75589 Paris, France
Interests: financial mathematics; stochastic control; backward stochastic differential equations; systemic risk
Prof. Dr. Miguel Ángel Sánchez-Granero
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Departamento de Matemáticas, Universidad de Almería, 04120 Almería, Spain
Interests: fractal structures; fractal dimension; Hurst exponent; finance; asymmetric topology
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Prof. Dr. Gheorghe Săvoiu
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Faculty of Economic Sciences and Law, University of Pitesti, Pitesti 110040, Romania
Interests: statistics and econometrics and derived interdisciplinary sciences and researches
Prof. Dr. J.E. Trinidad-Segovia
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Department of Economy and Company, University of Almería, Spain
Interests: long memory; portfolio theory; fractal dimension
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Prof. Dr. Anatoliy Swishchuk
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Department of Mathematics and Statistics, University of Calgary, Calgary, AB T2N 1N4, Canada
Interests: mathematical finance; energy finance; stochastic modelling; risk theory; random evolutions and their applications; modeling high-frequency and algorithmic trading; deep and machine learning in quantitative finance
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Prof. Dr. Michèle Vanmaele
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Department of Applied Mathematics, Computer Science and Statistics, Ghent University, Krijgslaan 281 S9 (WE02), B-9000 Gent, Belgium
Interests: financial mathematics; option pricing; stochastic modelling with applications in finance and insurance; computational finance
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Prof. Dr. Bernt Oksendal
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Department of Math, University Oslo, N-0316 Oslo, Norway
Interests: Stochastic analysis; stochastic control; financial mathematics
Prof. Dr. Carlos Vidal-Meliá
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Department of Financial Economics and Actuarial Science, University of Valencia, Avenida de los Naranjos, 46022 Valencia, Spain
Interests: Pensions; long term care; mortality; disability; actuarial balances
Dr. Josep Vives
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Faculty of Mathematics and Computer Science, Universitat de Barcelona, Gran Via 585, 08007 Barcelona, Spain
Interests: quantitative finance; quantitative insurance; stochastic analysis
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