Financial Mathematics and Financial Engineering
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "E5: Financial Mathematics".
Deadline for manuscript submissions: closed (31 December 2024) | Viewed by 913
Special Issue Editor
Special Issue Information
Dear Colleagues,
It is well-known that financial instruments designed to serve the needs of mature capital markets and established trading forums need to be adapted for application in new markets and evolving trading platforms. The development of new financial products and trading methodologies has also led to new challenges, for both institutions and regulatory bodies. These challenges include the development of sophisticated mathematical models based on the principles of modern finance theory, the calibration of these models with market data, the simulation of such models using efficient computational algorithms, updating these models in line with evolving market developments, and the adaptation of these models by industry practitioners.
Mathematical analysis is usually a crucial step in solving those challenges. Indeed, with mathematical tools, the development of financial mathematics and financial engineering can be improved.
This Special Issue aims to support the development of financial mathematics and financial engineering. Topics of interest for submission to this issue include but are not limited to: the applications of modern probability theory and stochastic analysis in finance; the applications of stochastic optimization, stochastic control and stochastic filtering in finance; computational and numerical methods in finance; calibration, stress-testing and the institutional implementation of financial models; modelling issues arising in emerging markets and new products; mathematical models for systemic risk in financial markets; mathematical models for algorithmic trading and high-frequency trading.
Prof. Dr. Wenting Chen
Guest Editor
Manuscript Submission Information
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Keywords
- stochastic process
- derivatives’ pricing
- stochastic control
- portfolio selection problem
- model calibration
- risk management
- algorithmic trading, computational finance
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