Financial Mathematics and Financial Engineering

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

Deadline for manuscript submissions: 31 December 2024 | Viewed by 63

Special Issue Editor


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Guest Editor
Department of Business, Jiangnan University, Wuxi 214100, China
Interests: financial mathematics; financial engineering

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

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

  • stochastic process
  • derivatives’ pricing
  • stochastic control
  • portfolio selection problem
  • model calibration
  • risk management
  • algorithmic trading, computational finance

Published Papers

This special issue is now open for submission.
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