期刊名称：MATHEMATICAL 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
Mathematical Finance
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Mathematical Finance 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. 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. Mathematical Finance has been ranked 3rd in the category of Social Sciences/Mathematical Methods, and 6th in the category of Business and Finance journals according to the latest ISI rankings.
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| The contents of this journal are indexed or abstracted in the following: ABI/Inform Global; Business Source: Corporate; Business Source Elite; Business Source Premier; CatchWord; CompuMath Citation Index; Corporate ResourceNet; Current Contents/Social & Behavioral Science; e-jel; EBSCO Online; EconLit; Financial Literature Index; Ingenta; International Bibliography of the Social Sciences; Journal Contents in Quantitative Methods; Journal of Economic Literature; JCR Science Edition; JCR Social Sciences Edition; Mathematical Reviews; Online Computer Library Center FirstSearch Electronic Collections Online; Social Sciences Citation Index; and Zentralblatt MATH. | |
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Instructions to Authors
Mathematical Finance publishes articles that investigate the interface between mathematics and finance. Financial theory, financial engineering, and related mathematical and statistical techniques are examples of suitable topics. Papers in financial theory may involve stochastic processes, game theory, optimization theory, or similar topics in the mathematical sciences. Papers in financial engineering should be similar but emphasize the development of practical tools and products for the financial industry.
The journal also seeks papers on new statistical methods for the analysis of financial problems. Empirical results are appropriate to the extent that they illustrate a statistical technique, enrich an example, or validate a model. However, papers whose significance rests on empirical results derived with standard approaches are not suitable. Similarly, papers that present simulation results or computation experience with algorithms are encouraged, provided these results are crucial to a financial application.
While every paper will involve mathematics, each paper must make clear its contribution to finance. The paper that only uses advanced mathematics in routine ways, for example, will be eschewed.
In summary, Mathematical Finance serves as a forum for bringing together financial researchers, financial practitioners, and mathematical scientists. Submitted papers will be screened by one of the three editors. A paper that is clearly unsuitable will be returned immediately to the author. Otherwise, an associate editor conducts the primary evaluation. This associate editor may seek the opinions of outside reviewers who are usually aware of the identity of the author. The associate editor then prepares a recommendation for the editors. If the recommendation is to revise or reject the paper, then normally this is the final decision. At least two of the three editors must be in favor of acceptance for publication to occur.
Editorial Board members and editors are welcome to submit papers to the journal. The review process for Editoral Board members' papers is the same as outlined above. For the editors, however, the other editors direct the review process and their decision is reviewed by the Advisory Board.
Authors will be required to assign copyright in their paper to Mathematical Finance. Copyright assignment is a condition of publication and papers will not be passed to the publisher for production unless copyright has been assigned. (Papers subject to government or Crown copyright are exempt from this requirement). To assist authors an appropriate copyright assignment form will be supplied by the editorial office.
Submission
Send a pdf file of the manuscript to one of the three editors. The contents must represent original and unpublished work and the paper should not be considered for publication elsewhere. There is no submission charge.
Hardcopy submissions are acceptbale, but electronic submissions are preferred. If a hard copy submission is desired, send four copies of the manuscript to one of the three editors.
The paper should be formatted as follows. Double-space all lines, including footnotes and references. The title page should include the authors, their affiliations, key words, and a short abstract. Acknowledgements, if any, should appear on the title page as a footnote.
Begin with an introductory section that briefly summarizes the main results and explains the paper's significance and contribution to finance. This introduction should be accessible to the knowledgeable reader who perhaps does not thoroughly understand the mathematics used in the paper. Indeed, without sacrificing precision and rigor, authors using considerable mathematics must take a special effort to facilitate the communication of their technical results. For instance, proofs can be accompanied by remarks that help the reader develop intuition about the underlying arguments, and examples can illuminate important concepts.
Results should be presented in a careful and mathematically rigorous fashion. A theorem-proof format may be appropriate, in which case the proofs can immediately follow the corresponding theorems or be placed in an appendix. All items, except main headings, requiring numbers should be double-numbered by sections, each presented as a separate paragraph (e.g. , Lemma 2.1.); the statements themselves should be in italics. If it is necessary to number a displayed equation, it should be double-numbered (by section) on the left. Mathematical symbols should be in italics unless, of course, another typeface is necessary (e.g. , boldface, roman). A short concluding section may be useful for summarizing the technical results in a qualitative fashion.
The backmatter should appear as follows: appendix (if any), references, footnotes (if any) numbered consecutively starting with 1, and, finally, any tables and figures, which should be high-quality reproductions.
References should be cited in the text by author and (in parentheses) year of publication. References at the end of the manuscript should be arranged alphabetically by author and follow the style of these examples:
Gibbons, M. R. , S. A. Ross, and J. Shanken (1989): A Test of the Efficiency of a Given Portfolio. " Econometrica, 57, 1121-1152.
Hakansson, N. (1979): "A Characterization of Optimal Multiperiod Portfolio Policies," in Portfolio Theory, 25 Years After: Essays in Honor of Harry Markowitz, eds. E. Elton and M. Gruber. Amsterdam: North-Holland, 169-177
Merton, R. C. (1990): Continuous-Time Finance. Cambridge: Basil Blackwell.
Editorial Board
Editor
Robert A. Jarrow, Johnson School of Management, Cornell University, NY, USA
Co-Editors
Tomas Bjork, Department of Finance, Stockholm School of Economics
Dilip Madan, Robert H. Smith School of Business, University of Maryland
Advisory Board
Alain Bensoussan, INRIA, France
Robert C. Merton, Harvard University, USA
Stephen Ross, Yale University, USA
Mark H. A. Davis, Imperial College, UK
Hans Follmer, Humboldt University, Germany
Freddy Delbaen, ETH-Zentrum, Switzerland
Stanley Pliska, University of Illinois at Chicago, USA
Associate Editors
Tomasz R. Bielecki, Northeastern Illinois University, USA
Peter Bossaerts, California Institute of Technology, USA
Phelim Boyle, University of Waterloo, Canada
Mark Broadie, Columbia University, USA
Peter Carr, Banc of America, USA
Bent Jesper Christensen, University of Aarhus, Denmark
Domenico Cuoco, University of Pennsylvania, USA
Jaksa Cvitanic, University of Southern California, USA
M. A. H. Dempster, University of Cambridge, UK
Jerome Detemple, Boston University, USA
Ernst Eberlein, Universitaet Freiburg, Germany
Robert Elliott, University of Alberta, Canada
Helyette Geman, ESSEC and University Paris IX, Dauphine, France
Paul Glasserman, Columbia University, USA
Takeaki Kariya, IBJ-DL Financial Technology, Japan
Hiroshi Konno, Tokyo Institute of Technology, Japan
Ralf Korn, University of Kaiserslautern, Germany
Damien Lamberton, University of Marne-la Vallee, France
David Lando, University of Copenhagen, Denmark
Frank Milne, Queen's University, Canada
Eckhard Platen, Univerisity of Technology at Sydney, Australia
Philip Protter, Cornell University, USA
L.C.G. Rogers, University of Bath, UK
Marek Rutkowski, Politechnika Warszawska, Poland
Walter Schachermayer, Vienna University of Technology, Austria
Martin Schweizer, Ludwig-Maximilians-Universität München, Germany
Stephen Taylor, Lancaster University, UK
Stuart Turnbull, Canadian Imperial Bank of Commerce, Canada
Xun Yu Zhou, The Chinese University of Hong Kong
Thaleia Zariphopoulou, University of Texas at Austin, USA
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