Asset Pricing Models and Derivatives

Dear Colleagues,

Financial models have been at the forefront of research in financial economics literature. Pioneering developments such as  the capital asset pricing model (CAPM), arbitrage pricing theory (APT), Black and Scholes option pricing model have been widely applied since their development both in academics and in practice. The extension and application of these models and testing validity of these models have been extending the field of research ever since. With the development of artificial intelligence and advanced computing models, asset pricing models are taking new shapes and finding new applications. This Special Issue aims to collect scientific research, theoretical or empirical, with application of any of these models and their extension in stock, option, bond, futures and options market. This Special Issue also welcomes of application of any of these models in other disciplines such as accounting, data analytics, and social sciences.

Dr. Rafiqul Bhuyan
Guest Editor

Manuscript Submission Information

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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.

• CAPM
• APT
• behavioral finance
• digital finance
• derivatives
• risk management
• asset pricing