Aims and scope

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.

Authors can choose to publish gold open access in this journal.

Read the Instructions for Authors for information on how to submit your article.