Special Issue "Financial Mathematics"
Deadline for manuscript submissions: closed (31 May 2020) | Viewed by 18347
Interests: financial mathematics; option pricing; DEA (data envelopment analysis) models; performance evaluation of mutual funds; credit risk
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In the last few years, financial mathematics has become an important field for mathematicians.
On the one hand, the development of mathematical and probabilistic models for finance have allowed to make progress in the classical fields of financial mathematics. Among these, we may cite criteria for the choice of the best alternative among investment or financing projects, and models for studying: The dynamics of interest rates, the evaluation of bonds, portfolio theory and dynamic asset allocation, the dynamics of stock prices, and the pricing and the risk assessment of many derivatives (options, forwards and futures, swaps, a variety of exotic derivatives).
On the other hand, other important issues have called for the formulation of mathematical models for studying new issues that have become relevant, sometimes hot, in financial markets. Especially the evaluation and management of the risks to which financial markets are exposed have become crucial. Thus, we find new models for the evaluation of credit risk of bonds and of bank loans, and models for the assessment of the sovereign risk.
In addition, new models to assess the performance of mutual funds makes use of different approaches drawn from different fields—among these data envelopment analysis—and allows to study socially-responsible investments.
The purpose of this Special Issue is to establish a collection of articles that reflect the latest mathematical methods and models in the field of financial mathematics, a bridge between mathematical theory and its applications to finance.
Prof. Dr. Antonella Basso
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.
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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.
interest rates dynamics
performance evaluation of mutual funds
socially responsible investments
data envelopment analysis