Application of Mathematical Analysis and Models to Financial Economics

Dear Colleagues,

In recent years, new mathematical developments have been applied in the context of financial economics. Thus, a relevant challenge is to provide a bridge between, on the one hand, new mathematical tools and, on the other hand, economics and finance issues. So, the main objective of this Special Issue of Mathematics named “Application of Mathematical Analysis and Models to Financial Economics” is the use of new mathematical approaches to economics and finance. Papers may focus on the mathematical part of the valuation of stocks, bonds and financial derivatives. The use of some factor models to manage potential financial risks and other applications in asset pricing theory and interest-rate modeling are also of interest.

We aim to provide a collection of new mathematical applications on economics and finance issues, such as interest rates, volatility modelling, factor models, risk management, derivatives, portfolio management and uncertainty in a quantitative finance context.

Prof. Dr. Francisco Jareño
Guest Editor

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