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Publication Name: Applied Mathematical Finance

Brief description: Encouraging the confident use of applied mathematics and mathematical modelling in finance.

Publication URL: link

RSS Feed: link

Joined: August 20th, 2011

Activity

Applied Mathematical Finance wrote a new blog post titled Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations

Applied Mathematical Finance, Ahead of Print.
(1410 days ago)

Applied Mathematical Finance wrote a new blog post titled Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model

Applied Mathematical Finance, Ahead of Print.
(1426 days ago)

Applied Mathematical Finance wrote a new blog post titled Stochastic Correlation and Volatility Mean-reversion – Empirical Motivation and Derivatives Pricing via Perturbation Theory

Applied Mathematical Finance, Ahead of Print.
(1502 days ago)

About:

The journal encourages the confident use of applied mathematics and mathematical modelling in finance. The journal publishes papers on the following:

  • modelling of financial and economic primitives (interest rates, asset prices etc);
  • modelling market behaviour;
  • modelling market imperfections;
  • pricing of financial derivative securities;
  • hedging strategies;
  • numerical methods;
  • financial engineering.

The journal encourages communication between finance practitioners, academics and applied mathematicians. Both theoretical and empirical research are welcomed, as are papers on emerging areas of mathematical finance and interdisciplinary topics. The journal seeks papers reviewing the development of significant practical tools, algorithms and new products.The modelling or solution of problems should demonstrate the capacity for generalization. Original and substantial pieces of research resulting in open problems are welcome; this will also be a forum for the airing of new problems and new areas of activity.