Special Issue on Mathematical Methods in Finance

In the modern information society, the correlation between mathematics and economy is becoming closer and closer. Many economic problems need to be solved by mathematics. Besides, mathematical and statistical methods are used to study economic development and growth. The goal of this special issue is to provide a platform for scientists and academicians all over the world to promote, share, and discuss various new issues and developments in the area of Mathematical Methods in Finance.

In this special issue, we intend to invite front-line researchers and authors to submit original research and review articles on exploring Mathematical Methods in Finance. Potential topics include, but are not limited to:

• Quantitative methods in finance
• Monte Carlo methods in finance
• Value at risk
• Methods of optimization
• Stochastic volatility and pricing
• Stochastic games in finance
• Stochastic calculus and financial applications
• Portfolio modelling
• Risk and portfolio management
• Quantitative investing
• Interest rate theory
• Mathematical stochastics
• Probability theory
• Financial engineering

Authors should read over the journal’s For Authors carefully before submission. Prospective authors should submit an electronic copy of their complete manuscript through the journal’s Paper Submission System.

Please kindly specify the “Special Issue” under your manuscript title. The research field “Special Issue - Mathematical Methods in Finance” should be selected during your submission.

Special Issue Timetable:

Guest Editor:

For further questions or inquiries, please contact Editorial Assistant at

jmf@scirp.org.