Mathematical Models and Applications in Finance

A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "Financial Mathematics".

Deadline for manuscript submissions: 20 June 2024 | Viewed by 367

Special Issue Editors

1. Associate Professor, Bond Business School, Bond University, Robina, QLD 4226, Australia
2. Honorary Senior Fellow, UQ Business School, University of Queensland, St Lucia, QLD, Australia
Interests: portfolio optimization; market risk; dependence modelling; copulas; pairs trading

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Guest Editor
Department of Business and Marketing Strategy Professor, Kindai University, Higashiosaka, Osaka 577-8502, Japan
Interests: pension funds; asset allocation; corporate finance

Special Issue Information

Dear colleagues,

In financial research, mathematical modelling allows for the establishment of a functional relationship between multiple variables, thereby being an effective method with which to analyse and solve problems in financial economics. Mathematical models underpin our understanding of many problems in financial economics, ranging from Markowitz’s (1952) mean-variance optimisation, which underpins modern portfolio theory (MPT), to the Black–Scholes–Merton model for option pricing and the Black–Litterman model, which incorporates investors’ views of expected returns in MPT. Advancements in the fields of statistical and machine learning have led towards uses in the areas of credit risk and asset pricing. In this context, we are seeking to publish high-quality research on fund management, risk management (i.e., credit, market, and operational), portfolio optimisation, asset pricing, option pricing, volatility spillovers, and any other topics related to mathematical finance. We pay particular attention to the importance of the use of big data and AI/ML techniques in financial economics. We encourage the submission of quantitative research works.

Dr. Rand Low
Prof. Dr. Yasuaki Watanabe
Guest Editors

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. Mathematics is an international peer-reviewed open access semimonthly 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 2600 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.

Keywords

  • portfolio optimisation
  • asset pricing
  • credit risk
  • market risk
  • fund management
  • interest rates
  • operational risk
  • fixed income
  • commodities
  • equities
  • cryptocurrency
  • volatility modelling
  • spillovers
  • derivatives
  • factor models

Published Papers

This special issue is now open for submission.
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