期刊名称：JOURNAL OF COMPUTATIONAL FINANCE
 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 Journal of Computational Finance is essential reading to ensure you keep informed of the latest research on the measurement, management and analyisis of financial risk, providing detailed insight into numerical and computational techniques in the pricing, hedging and risk management of financial instruments.
4 issues a year of the journal, in print, online and/or app.
Unrestricted access to the valuable journal archive stretching back 16 years
Quarterly alerts to inform you when the latest issue of The Journal of Computational Finance is online, days before you receive your hard copy
Preferential subscriber discounts on Risk Books, conferences, training courses and sister publications (including Risk magazine)
What does The Journal of Computational Finance cover?
- Numerical solutions of pricing equations: finite differences, finite elements, and special techniques in one and multiple dimensions.
- Simulation approaches in pricing and risk management: advances in Monte Carlo and quasi- Monte Carlo methodologies; new strategies for market factors simulation.
- Optimisation techniques in hedging and risk management.
- Fundamental numerical analysis relevant to finance: effect of boundary treatments on accuracy; new discretization of time-series analysis.
- Developments in free-boundary problems in finance: alternative ways and numerical implications in American option pricing.
We welcome papers dealing with innovative computational techniques in any of the above areas.
The journal is Indexed/Abstracted in the Social Sciences Citation Index and has an Impact Factor of 0.297. This data can be found in the 2011 Journal Citation Reports® Social Sciences Edition - a Thomson Reuters product.
Instructions to Authors
Pre-screening
All papers are pre-screened to ensure that only the most significant are sent for review. Please ensure that your manuscript satisfies the following points:
- Clarity: is the English clear and well written? Poorly written English may obscure the meaning of your paper.
- Relevance: is the material appropriate to the scope of the journal to which it is submitted?
- Referencing: has reference been made to the most recent and appropriate work?
- Length: unless previously agreed with the Journals Manager, all submissions must conform to the length policy.
- Format: please submit your paper in PDF format.
What we look for in your submission
Risk Journals publish academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management. The advance presented in each paper must be significant enough and of a high enough level of interest to the financial risk management community to merit publication.
Manuscripts and research papers submitted for consideration must be original work that has not previously been submitted for consideration in another journal or any other publication outlet.
General information
Risk Journals does not have a standard template for submissions - we just ask that you ensure your paper is written clearly and follows the below guidelines.
Submitted papers should follow Webster’s New Collegiate Dictionary for spelling and The Chicago Manual of Style for punctuation and other points of style, except for the minor exceptions listed below:
- Citations must be written as (John (1999); Peter (2000) and Paul (2003)) or (John (1993) and Peter (2000))
- Please use spaced en-rules for dashes
- Please write eg, and ie, without any dots and with a comma after
- There should be no punctuation around displayed equations
- No use of serial commas
The front page should include the author’s full name, affiliation and contact email address.
The abstract should be able to stand alone for direct inclusion in abstracting services as a self-contained article. This means no table numbers, figure numbers, references or displayed mathematical expressions should be included.
Only electronic submissions of will be accepted. To submit your paper, please email it to journals@incisivemedia.com.
*NB: if your paper is for a Special Issue please make this clear when submitting your paper.
Length Policy
Abstracts must not exceed 200 words.
Research papers and technical reports should be between 8,000 -10,000 words long.
Forum papers, to be included in The Journal of Operational Risk, The Journal of Investment Strategies or The Journal of Financial Market Infrastructures, should not exceed 8,000 words.
Editorial Board
Editor-in-Chief:
Cornelis (Kees) Oosterlee - CWI National Research Center for Mathematics and Computer Science, and Delft University of Technology
Editor Emeritus:
Mark Broadie - Columbia University
Associate Editors:
Leif Andersen - Banc of America Securities, New York
Peter Carr - Morgan Stanley
M. A. H. Dempster - University of Cambridge
Darrell Duffie - Stanford University
Peter Forsyth - University of Waterloo
Mike Giles - Oxford University
Jonathan Goodman - New York University
Lech A. Grzelak - Rabobank International
Desmond J. Higham - University of Strathclyde
Yuying Li - University of Waterloo
Andrew Lo - Massachusetts Institute of Technology
Vladimir Piterbarg - Barclays Capital
Christoph Reisinger - University of Oxford
Chris Rogers - University of Cambridge
John Schoenmakers - Weierstrass Institute, Berlin
Artur Sepp - Bank of America Merrill Lynch
Kenneth Singelton - Stanford University
Reha Tutuncu - Goldman Sachs, New York
Carlos Vázquez Cendón - University of A Coruña
Kenneth Vetzal - University of Waterloo
Nancy Wallace - University of California, Berkeley
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