期刊名称：FINANCE AND STOCHASTICS
 期刊简介(About the journal)
投稿须知(Instructions to Authors)
编辑部信息(Editorial Board)
About the journal
The purpose of Finance and Stochastics is to provide a high standard publication forum for research
- in all areas of finance based on stochastic methods
- on specific topics in mathematics (in particular probability theory, statistics and stochastic analysis) motivated by the analysis of problems in finance.
Finance and Stochastics encompasses - but is not limited to - the following fields:
- theory and analysis of financial markets
- continuous time finance
- derivatives research
- insurance in relation to finance
- portfolio selection
- credit and market risks
- term structure models
- statistical and empirical financial studies based on advanced stochastic methods
- numerical and stochastic solution techniques for problems in finance
- intertemporal economics, uncertainty and information in relation to finance.
Finance and Stochastics also publish surveys on financial topics of general interest if they clearly picture and illuminate the basic ideas and techniques at work, the interrelationship of different approaches and the central questions which remain open. Special issues may be devoted to specific topics in rapidly growing research ares.
In summary, Finance and Stochastics serve as a publication platform for both theoretical and applied financial economists using advanced stochastic methods and researchers in stochastics motivated by and interested in applications in finance and insurance.
Abstracted/Indexed in:
CompuMath Citation Index, Current Contents / Social & Behavioral Sciences, Current Index to Statistics, ECONIS, EconLit, ISI Alerting Services, JEL on CD, Journal of Economic Literature, Mathematical Reviews, Research Papers in Economics (RePEc), Science Citation Index Expanded, Social Science Citation Index (SSCI), Social Science Research Network (SSRN), Statistical Theory and Method Abstracts (STMA), Zentralblatt Math
Aims and scope
The purpose of Finance and Stochastics is to provide a high standard publication forum for research
- in all areas of finance based on stochastic methods
- on specific topics in mathematics (in particular probability theory, statistics and stochastic analysis) motivated by the analysis of problems in finance.
Finance and Stochastics encompasses - but is not limited to - the following fields:
- theory and analysis of financial markets
- continuous time finance
- derivatives research
- insurance in relation to finance
- portfolio selection
- credit and market risks
- term structure models
- statistical and empirical financial studies based on advanced stochastic methods
- numerical and stochastic solution techniques for problems in finance
- intertemporal economics, uncertainty and information in relation to finance.
Finance and Stochastics also publish surveys on financial topics of general interest if they clearly picture and illuminate the basic ideas and techniques at work, the interrelationship of different approaches and the central questions which remain open. Special issues may be devoted to specific topics in rapidly growing research ares.
In summary, Finance and Stochastics serve as a publication platform for both theoretical and applied financial economists using advanced stochastic methods and researchers in stochastics motivated by and interested in applications in finance and insurance
Instructions to Authors
General
Manuscripts are accepted for consideration on the understanding that submitted papers have not been published and will not be published elsewhere without the publisher’s permission, and that they are not under consideration for publication elsewhere. The Editor and Co-Editors reserve the right to return to the author(s) any manuscript that in their opinion is not suitable for publication in Finance and Stochastics, without expressly stipulating the reasons for doing so. Under no circumstances will the identity of the reviewers and referees be disclosed to the author(s) or to any other third party not involved in the editorial process.The author(s) transfer(s) the copyright to his/their article to Springer effective if and when the article is accepted for publication. The copyright covers the exclusive and unlimited rights to reproduce and distribute the article in any form of reproduction (printing, electronic media or any other form); it covers translation rights for all languages and countries. For U.S. authors the copyright is transferred to the extent transferable.Manuscripts (written in English) should be submitted to the Editor or one of the Co-Editors. For hardcopy submissions, please send four copies.
Electronic Submissions
Electronic submissions of manuscripts are encouraged since they speed up the refereeing and editorial process. Manuscripts are best submitted as PDF attachments by e-mail to finasto@math.ethz.chNote: Please use the text "paper submission to F&S" in the subject field when submitting papers by e-mail. This will reduce the risk of your message being caught in our spam filter. Moreover, please ask about the status of your submission if you do not get an acknowledgement from us within two weeks.In order to facilitate the typesetting process, authors using LaTeX or TeX to prepare their manuscripts will be requested to supply the TeX files upon acceptance. Authors are encouraged to use Springer’s TeX macro package which is available
Manuscript Preparation
Papers should be written concisely, clearly and carefully. A submission should be in final and polished form, not a first draft. Time spent on good presentation is well spent and will help to speed up refereeing times.The form and content of the manuscript should be carefully checked to exclude the need for corrections at the proof stage. See http://www.math.ethz.ch/~finasto/ for some specific hints. Whenever possible, please use the LaTeX macros available at ftp://ftp.springer.de/pub/tex/latex/svjour3/global.zip in order to bring form and length of your manuscript into accordance with the Finance and Stochastic format. Please consult a recent issue of Finance and Stochastic for the correct format.
First Page
The first manuscript page should provide the title, names of all authors, affiliations, any footnotes to the title, the address to which proofs are to be sent, a short running title and the fax number or e-mail address of the corresponding author. Please consult a recent issue of Finance and Stochastic for the correct format.
Summary/ Key Words/ Appendix
Each paper is to be preceded by a short summary in English, which should not exceed 100 words. Up to five keywords. The Journal of Economic Literature index number and the 2000 Mathematics Subject Classification (MSC). Please consult a recent issue of Finance and Stochastic for the correct format. The paper should end with a conclusion on summarizing the main results. Long and difficult proofs of propositions and theorems should be relegated to an appendix.
Footnotes
Footnotes to the text should be avoided.
References
The list of references should be in alphabetical order and include the names and initials of all authors (see examples below). Whenever possible, please update all references to papers accepted for publication, preprints or technical reports, giving the exact name of the journal, as well as the volume, first and last page numbers and year, if the article has already been published or accepted for publication. When styling the references, the following examples should be observed:
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Journal article: 1. or [F-M] Freed, D.S., Melrose, R.B.: A mod k index theorem. Invent. math. 107, 283?99 (1992) |
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Complete book: 2. or [C-S] Conway, J.H., Sloane, N.J.: Sphere packings, lattices, and groups (Grundlehren Math. Wiss. Bd. 290) Springer, Berlin Heidelberg New York (1988) |
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Single contribution in a book: 3. or [B] Border, K.C.: Functional analytic tools for expected utility theory. In: Aliprantis, C.D. et al. (eds.): Positive operators, Riesz spaces and economics, pp.69-88. Springer, Berlin Heidelberg New York (1991). | Please do not group two or more publications under one number. Each item in the reference list must be separate to enable electronic reference linking.Citations in the text should be either by numbers in square brackets, e.g. [1], referring to an alphabetically ordered and numbered list, or by the author’s initials in square brackets, e.g. [F-M], or by author and year in parentheses, e.g. Freed and Melrose (1992). Any of these styles is acceptable if used consistently throughout the paper. If a work with more than two authors is cited, only the first author’s name plus “et al.?need be given.
Figures and Tables
Formulas
Formulas should be numbered consecutively on the righthand side of the page.
Page Proofs
For all papers the authors will receive an e-mail with a link to the proofs. The provisional page numbers given in the proof may be referred to during the correction procedure. However, the final page numbers are inserted by the publisher when an issue is ready to go to press. The author is entitled to formal corrections only. Substantial changes in content, e.g., new results, corrected values, title and authorship are not allowed without the approval of the responsible editor. In such a case please contact the Editorial Office before returning the proofs to the publisher. When returning proofs, the author(s) must agree to transfer copyright of the manuscript to the publisher.
Offprints
One complimentary copy is supplied for each author. Twenty-five (25) offprints of each contribution are provided free of charge. Orders for additional offprints can be placed by returning the order form with the corrected proofs.
Open Choice Publication
In addition to the normal publication process (whereby an article is submitted to the journal and access to that article is granted to customers who have purchased a subscription), Springer now provides an alternative publishing option: Springer Open Choice. A Springer Open Choice article receives all the benefits of a regular ‘subscriptionbased?article, but in addition is made available publicly through Springer’s online platform SpringerLink. To publish via Springer Open Choice, upon acceptance please click on the link below to complete the relevant order form and provide the required payment information. Payment must be received in full before publication or articles will be published as regular subscription-model articles. We regret that Springer Open Choice cannot be ordered for published articles.
Editorial Board
Editor
Martin Schweizer
Department of Mathematics
ETH-Zentrum, HG G28.2
CH-8092 Zurich, Switzerland
Phone: +41-44-63-23351
e-mail: finasto@math.ethz.ch
http://www.math.ethz.ch/~finasto
Assistant Editor
Stephanie Neidhardt
Phone: +41-44-63-23580
e-mail: finasto@math.ethz.ch
Co-Editors
Kerry Back
Olin School of Business
Campus Box 1133
Washington University
St. Louis, MO 63130, USA
Jaksa Cvitanic
Division of The Humanities and Social Sciences
California Institute of Technology
1200 E. California Blvd.
Passadena, CA 91125, USA
L.C.G. Rogers
Statistical Laboratory
Wilberforce Road
Cambridge CB3 OWB, United Kingdom
Wolfgang Runggaldier
Universit?degli Studi di Padova
Dipartimento di Matematica Pura ed Applicata
Via Belzoni, 7
I-35131 Padova, Italy
Albert N. Shiryaev
Steklov Mathematics Institute (MIRAN)
Gubkina 8
RU-117966 GSP-1 Moscow, Russia
Advisory Board
Freddy Delbaen, Swiss Federal Institute of Technology, Zurich
Paul Embrechts, Swiss Federal Institute of Technology, Zurich
Hans Föllmer, Humboldt University, Berlin
Yuri M. Kabanov, University de Franche-Comt Besançon
Steven E. Shreve, Carnegie Mellon University, Pittsburgh
Dieter Sondermann, University of Bonn
Associate Editors
Yacine Aït-Sahalia, Princeton University
Tomas Björk, Stockholm School of Economics
Domenico Cuoco, University of Pennsylvania, Philadelphia
Philip H. Dybvig, Washington University, St. Louis
Damir Filipovic, Princeton University
Paul Glasserman, Columbia University, New York
Monique Jeanblanc, Universit d’Evry Val d’Essonne
Elyes Jouini, University Paris IX-Dauphine
Ioannis Karatzas, Columbia University, New York
Dimitri Kramkov, Carnegie Mellon University, Pittsburgh
Shigeo Kusuoka, Tokyo University
David Lando, University of Copenhagen
Marek Musiela, BNP Paribas, London
Ragnar Norberg, London School of Economics and Political Science
Philip Protter, Cornell University, Ithaca,
Marek Rutkowski, Politechnika Warszawska, Warszaw
Jos?Scheinkman, Princeton University
Wolfgang M. Schmidt, Hochschule für Bankwirtschaft, Frankfurt/Main
Philipp Schönbucher, Swiss Federal Institute of Technology, Zurich
Costis Skiadas, Northwestern University, Evanston
Christoph Stricker, University de Franche-Comt Besançon
Nizar Touzi, University Paris Panthéon-Sorbonne
Ton Vorst, Erasmus University, Rotterdam
Thaleia Zariphopoulou, University of Texas at Austin
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