Computational Finance and Financial Econometrics

Dear Colleagues,

This Special Issue focuses on the intersection of Computational Finance and Financial Econometrics in today’s complex financial markets. It will include novel research on the use of computational methods and techniques for modelling financial asset prices, returns, and volatility, on the pricing, hedging, and risk management of financial instruments, and the econometric challenges faced when considering financial markets in general and the markets for derivatives in particular.

Theoretical and empirical articles dealing with the application of novel computational techniques in estimation, simulation, optimization, and calibration with applications for asset pricing, derivative valuation, hedging, and risk management are welcome. Contributions focusing on multivariate or high-dimensional applications, on the use of machine learning techniques with large financial data sets, and on applications to new asset classes such as volatility indices such as, e.g., the VIX, are encouraged.

Dr. Lars Stentoft
Guest Editor

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

• asset pricing models
• calibration
• derivatives
• estimation
• hedging and risk management
• machine learning methods
• multivariate and high-dimensional models
• optimization
• simulation
• volatility models