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Mathematical Finance
An International Journal of Mathematics, Statistics and Financial Economics
Edited by:
Dilip B. Madan
ISI Journal Citation Reports® Ranking: 2008: 27/76 Mathematics, Interdisciplinary Applications; 14/48 Business, Finance; 56/209 Economics; 15/37 Social Sciences, Mathematical Methods
Impact Factor: 1.237
Mathematical Finance is a high-quality journal which brings together work on the mathematical aspects of finance theory from such diverse fields as finance, economics, mathematics, and statistics. An essential resource for academic finance researchers and practitioners alike, the journal publishes clear and concise articles which present the latest theoretical developments in an accessible way. Modern finance is becoming increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice. Mathematical Finance offers a forum for the publication of articles which employ these techniques, as well as providing a much-needed bridge between mathematical scientists and financial economists.
TopNews and Announcements
Online Content Now Available Back to Volume 1
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TopHighlights
- Equilibrium Pricing in the Presence of Cumulative Dividends Following
a Diffusion
Knut K. Aase - A General Approach to Hedging Options: Applications to Barrier and
Partial Barrier Options
Hans-Peter Bermin - American Options on Assets with Dividends Near Expiry
J. D. Evans, R. Kuske and Joseph B. Keller - Portfolio Value-at-Risk with Heavy-Tailed Risk Factors
Paul Glasserman, Philip Heidelberger and Perwez Shahabuddin - Monte Carlo Valuation of American Options
L. C. G. Rogers
