The frontiers of finance are shifting rapidly, driven in part by the increasing use of quantitative methods in the field. Quantitative Finance welcomes original research articles that reflect the dynamism of this area. The journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality. The readership is broad, embracing researchers and practitioners across a range of specialisms and within a variety of organizations. All articles should aim to be of interest to this broad readership.
Joint Editors-Chief:
Jean-Philippe Bouchaud - Science & Finance, Capital Fund Management, Paris and CEA Saclay, Orme des Merisiers, France
Michael Dempster - University of Cambridge, UK
Advisory Board:
Kenneth Arrow - Stanford University, USA
John Holland - University of Michigan, USA
Benoit Mandelbrot - Yale University, USA
Robert Merton - Harvard Business School, USA
Myron Scholes - Stanford University, USA
Editorial Board:
Marco Avellaneda - New York University, USA
Peter Carr - Bloomberg/NYU Courant Institute, USA
Carl Chiarella - University of Technology, Sydney, Australia
G M Constantinides - University of Chicago, USA
Rama Cont - CNRS, Ecole Polytechnique, France
Michael Dacorogna - Converium Ltd, Switzerland
Paul Darbyshire - Nottingham Business School, UK
Mark Davis - Imperial College London, UK
Emanuel Derman - Columbia University, USA
John Lord Eatwell - University of Cambridge, UK
Jean-Marc Eber - LexFi Technologies, France
J Doyne Farmer - Santa Fe Institute, USA
Robert Frey - Renaissance Technologies, USA
William Finnoff - Merrill Lynch & Co., USA
John Geanakoplos - Yale University, USA
Lane Hughston - King's College London, UK
Jessica James - Citibank
Piotr Karasinski - Citibank Global Markets Ltd
Hiroshi Konno - Chuo University, Japan
Blake LeBaron - Brandeis University, USA
Andrew Lo - MIT, USA
Thomas Lux - University of Kiel, Germany
Dilip Madan - University of Maryland, USA
Rosario Mantegna - University of Palermo, Italy
John E Moody - International Computer Science Institute, USA
Peter Muller - Morgan Stanley Dean Witter, USA
John Mulvey - Princeton University, USA
Christopher Neely - Federal Reserve Bank of St. Louis, USA
William Perraudin - Birkbeck College, UK
Eckhard Platen - University of Technology, Sydney, Australia
Eric Reiner - UBS AG, USA
Dan Rosen - The Fields Institute for Research in Mathematical Sciences, Canada
Jose Scheinkman - Princeton University, USA
David Sherrington - University of Oxford, UK
Albert Shiryaev - Steklov Institute, Russian Academy of Sciences, Russia
Joep Sonnemans - University of Amsterdam, The Netherlands
Didier Sornette - University of California, USA
Sanjay Srivastava - Carnegie Mellon University, USA
H Eugene Stanley - Boston University, USA
Dietrich Stauffer - Cologne University, Germany
George Sugihara - University of California, USA
Hideki Takayasu - Sony Computer Science Laboratories Inc., Japan
Edward Thorp - E O Thorp Associates, USA
Jiang Wang - MIT, USA
Nick Webber - City University, UK
Hal White - University of California, USA
Yi-Cheng Zhang - Fribourg University
