【Journal of Mathematical Finance(JMF)特刊征稿|数学金融及其应用】数学金融(Mathematical Finance)是一门结合了数学、统计学、金融学等多个领域知识的交叉学科,主要是利用数学方法对金融问题进行建模和分析,以解决金融市场中的实际问题。它的研究内容涉及开发数学模型、算法和技术,以理解和预测金融工具(如股票、债券和衍...
但是mathematical finance属于SCI收录，ISSN号：0960-1627，请不要混淆了
机译:逻辑正式功能在几个维度,应用于亚洲选项 作者:Andrew P. Leung 期刊名称:《Journal of Mathematical Finance》|2020年第3期 关键词: LognormalCharacteristic FunctionMultidimensionalComplex FunctionsAsian Options; 6.Discussion on the Effectiveness of the Copula-GARCH Method to Detect Risk of a Portfolio ...
Research on Quantitative Relationships between Green Finance and the Low-Carbon Economy of China Liang-Xin Li Winless Lottery Steak and Generalized Geometric Distribution Kung-Kuen Tse Modeling a Yield Curve under G2++ Uwaydah Leith Animal Feed Business Risk Assessment Quantification COVID-19 and Supp...
Mathematical Analysis of Financial Model on Market Price with Stochastic Volatility Mitun Kumar Mondal,Md. Abdul Alim,Md. Faizur Rahman,Md. Haider Ali Biswas Return Predictability and Strategic Trading under Symmetric Information Ming Guo,Hui Ou-Yang ...
Department of MathematicsMathematical finance: An international journal of mathematics, statistics and financial economicss Gatheral, A. Schied, and A. Slynko... J Gatheral,A Schied,A Slynko - 《Mathematical Finance An International Journal of Mathematics Statistics & Financial Economics》 被引量: ...
Mathematical Model of Financial Investment Risk-来源:Journal of Mathematical Finance(数学金融期刊)(第2018001期)-美国科研出版社.pdf,Journal of Mathematical Finance, 2018, 8, 127-136 /journal/j mf ISSN Online: 2162-2442 ISSN Print: 2162-2434 Mathemati
刊名:Mathematical finance 2013年第1期 摘要:We propose a stable nonparametric algorithm for the calibration of "top-down" pricing models for portfolio credit derivatives: given a set of observations of market spreads for collateralized debt obligation (CDO) tranches, we construct a risk-neutral defau...
and finance. Submissions should address interesting and challenging mathematical problems arising in applications. A good balance between the development of the application(s) and the analysis is expected. Papers that either use established methods to address solved problems or that present analysis in ...
Journal of Risk and Insurance Mathematical Finance Real Estate Economics Tier 3 Finance and ...