Editorial Board for section 'E5: Financial Mathematics'
- A: Algebra and Logic Section
- B: Geometry and Topology Section
- C: Mathematical Analysis Section
- C1: Difference and Differential Equations Section
- C2: Dynamical Systems Section
- C3: Real Analysis Section
- C4: Complex Analysis Section
- D: Statistics and Operational Research Section
- D1: Probability and Statistics Section
- D2: Operations Research and Fuzzy Decision Making Section
- E: Applied Mathematics Section
- E1: Mathematics and Computer Science Section
- E2: Control Theory and Mechanics Section
- E3: Mathematical Biology Section
- E4: Mathematical Physics Section
- E5: Financial Mathematics Section
Please see the section webpage for more information on this section.
Please note that the order in which the Editors appear on this page is alphabetical, and follows the structure of the editorial board presented on the MDPI website under information for editors: editorial board responsibilities.
Members
1. School of Mathematics, Shandong University, 27, Shanda South Road, Jinan 250100, China
2. Research Center for Mathematics and Interdisciplinary Sciences, 72 Binhai Road, Qingdao, China
Interests: mathematical finance; econometrics; probability statistics; backward stochastic differential equations
* Section “E5: Financial Mathematics”
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2. Research Center for Mathematics and Interdisciplinary Sciences, 72 Binhai Road, Qingdao, China
Interests: mathematical finance; econometrics; probability statistics; backward stochastic differential equations
* Section “E5: Financial Mathematics”
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Department of Applied Mathematics II and IMUS, University of Seville, 41092 Sevilla, Spain
Interests: analysis of networks; cooperative game theory; restricted cooperation
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Interests: analysis of networks; cooperative game theory; restricted cooperation
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Department d’Economia i Empresa and Barcelona Graduate School of Economics, University of Pompeu Fabra, Barcelona, Spain
Interests: mathematical finance; stochastic modeling; fractional Brownian motion
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Interests: mathematical finance; stochastic modeling; fractional Brownian motion
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Department of Economics, University of Messina, 98122 Messina, Italy
Interests: optimization theory; game theory; mathematics for economics; variational methods for economics
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Interests: optimization theory; game theory; mathematics for economics; variational methods for economics
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Department of Economics, Ca’ Foscari University of Venice, Cannaregio 873, 30121 Venice, Italy
Interests: financial mathematics; option pricing; DEA (data envelopment analysis) models; performance evaluation of mutual funds; credit risk
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Interests: financial mathematics; option pricing; DEA (data envelopment analysis) models; performance evaluation of mutual funds; credit risk
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Department of Statistics and Actuarial Science, School of Computing and Data Science, The University of Hong Kong, Hong Kong
Interests: risk management; risk sharing; game theory; longevity risk modeling
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Interests: risk management; risk sharing; game theory; longevity risk modeling
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Department of Computing Science, School Mathematics and Statistics, Xi'an Jiaotong University, Xi'an 710049, China
Interests: stochastic optimization; operations research; financial optimization
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Interests: stochastic optimization; operations research; financial optimization
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Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam, Hong Kong 999077, China
Interests: actuarial science; dependent structures; stochastic orders; risk measures; optimal insurance; extreme value theory
Interests: actuarial science; dependent structures; stochastic orders; risk measures; optimal insurance; extreme value theory
Mathematical and Statistical Sciences Department, University of Alberta, Edmonton, AB, Canada
Interests: mathematical finance; informational markets; arbitrage theory; mathematical insurance; risk quantification and risk management; backward stochastic differential equations; stochastic analysis
Interests: mathematical finance; informational markets; arbitrage theory; mathematical insurance; risk quantification and risk management; backward stochastic differential equations; stochastic analysis
Department of Economics, Statistics and Finance "Giovanni Anania", University of Calabria, 87036 Arcavacata di Rende, CS, Italy
Interests: distribution theory; copula function; inference; income distribution; stochastic frontier analysis
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Interests: distribution theory; copula function; inference; income distribution; stochastic frontier analysis
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Department of Computer Languages and Computer Science, Universidad de Málaga, 29010 Málaga, Spain
Interests: portfolio optimization; diversification in portfolio; machine learning; neural networks; sensitivity analysis
Interests: portfolio optimization; diversification in portfolio; machine learning; neural networks; sensitivity analysis
Department of Financial and Investment Management, Financial University under the Government of Russian Federation, 125993 Moscow, Russia
Interests: financial management; corporate finance; investments; taxation; financial mathematics
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Interests: financial management; corporate finance; investments; taxation; financial mathematics
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School of Business, Stevens Institute of Technology, Castle Point on the Hudson, Hoboken, NJ 07030, USA
Interests: probability and statistics; mathematics of finance; stochastic processes; stochastic volatility models
Interests: probability and statistics; mathematics of finance; stochastic processes; stochastic volatility models
1. Department of Computer Science, University College London, 66-72 Gower Street, London WC1E 6EA, UK
2. Systemic Risk Centre, London School of Economics and Political Science, Houghton Street, London WC2A 2AE, UK
Interests: computational finance; derivatives pricing; model calibration; Lévy processes; stochastic volatility; Fourier transform methods
2. Systemic Risk Centre, London School of Economics and Political Science, Houghton Street, London WC2A 2AE, UK
Interests: computational finance; derivatives pricing; model calibration; Lévy processes; stochastic volatility; Fourier transform methods
Applied Mathematics, School of Mathematics and Natural Sciences, IMACM, University of Wuppertal, 42119 Wuppertal, Germany
Interests: numerical analysis; time dependent problems; odes; daes; pdes; pdaes; computational physics; computational finance; computationel electronics
Interests: numerical analysis; time dependent problems; odes; daes; pdes; pdaes; computational physics; computational finance; computationel electronics
School of Economics and Management, Department of Logistics Management Engineering, Southeast University, Nanjing 211189, China
Interests: mathematical modeling; optimization; supply chain management; logistics; service science; production and operations management
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Interests: mathematical modeling; optimization; supply chain management; logistics; service science; production and operations management
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Dipartimento di Informatica, Università di Torino, Corso Svizzera 185, 10149 Torino, Italy
Interests: stochastic models; performance analysis formal methods
Interests: stochastic models; performance analysis formal methods
Department of Mathematical and Statistical Sciences, University of Alberta at Edmonton, Edmonton, AB T6G 2G1, Canada
Interests: probability theory and applications; stochastic analysis; stochastic partial differential equations; random matrices; statistics of stochastic processes; mathematical finance; stochastic control
Interests: probability theory and applications; stochastic analysis; stochastic partial differential equations; random matrices; statistics of stochastic processes; mathematical finance; stochastic control
1. Laboratoire de Mathématiques, Université de Franche-Comté, 16 Route de Gray, CEDEX, 25030 Besancon, France
2. Department of Probability Theory, Faculty of Mechanics and Mathematics, Moscow State University, Leninskiye Gory, 1, 119991 Moscow, Russia
Interests: mathematical finance
2. Department of Probability Theory, Faculty of Mechanics and Mathematics, Moscow State University, Leninskiye Gory, 1, 119991 Moscow, Russia
Interests: mathematical finance
Department of Mathematics, Wilfrid Laurier University, Waterloo, ON N2L 3C5, Canada
Interests: financial mathematics; Monte Carlo and quasi-Monte Carlo methods; machine learning methods with applications in finance
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Interests: financial mathematics; Monte Carlo and quasi-Monte Carlo methods; machine learning methods with applications in finance
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Department of Computer Science, Faculty of Science and Technology, BNU-HKBU United International College (UIC), Zhuhai 519088, China
Interests: quantum finance and application; intelligent financial forecasting system; AI-based fintech system; data mining; machine learning; chaotic neural networks; intelligent agent technology; quantum cryptography; intelligent e-commerce systems
Interests: quantum finance and application; intelligent financial forecasting system; AI-based fintech system; data mining; machine learning; chaotic neural networks; intelligent agent technology; quantum cryptography; intelligent e-commerce systems
Economics, National Graduate Institute for Policy Studies (GRIPS), Tokyo 106-8677, Japan
Interests: data science; Bayesian time series; factor models; DSGE estimation (dynamic stochastic general equilibrium models); macroeconometrics
Interests: data science; Bayesian time series; factor models; DSGE estimation (dynamic stochastic general equilibrium models); macroeconometrics
King's Business School, King's College London, London WC2R 2LS, UK
Interests: finance; financial analysis; innovation; corporate finance
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Interests: finance; financial analysis; innovation; corporate finance
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Department of Applied Mathemaitcs, Hong Kong Polytechnic University, Kowloon, Hong Kong
Interests: stochastic control; mathematical finance; portfolio selection
Interests: stochastic control; mathematical finance; portfolio selection
1. School of Mathematics, Monash University, Clayton, VIC 3800, Australia
2. BNP Paribas Global Markets, Paris, France
Interests: financial mathematics; optimal transport; partial differential equations
2. BNP Paribas Global Markets, Paris, France
Interests: financial mathematics; optimal transport; partial differential equations
Sorbonne School of Management, Panthéon-Sorbonne University, 75005 Paris, France
Interests: asset allocation; asset pricing; portfolio management; risk management; risk measures
Interests: asset allocation; asset pricing; portfolio management; risk management; risk measures
Department of Mathematical Sciences, University of Texas at El Paso, 500 University Ave., Bell Hall 124, El Paso, TX 79968-0514, USA
Interests: stochastic processes; nonlinear partial differential equations; mathematical finance; mathematical physics; numerical methods; geophysics
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Interests: stochastic processes; nonlinear partial differential equations; mathematical finance; mathematical physics; numerical methods; geophysics
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Scuola Normale Superiore, CNRS Fibonacci Laboratory, Piazza dei Cavalieri 7, 56126 Pisa, Italy
Interests: dynamical systems; information theory; quantitative finance; systemic risk; valuation
Interests: dynamical systems; information theory; quantitative finance; systemic risk; valuation
Department of Statistical Sciences DISS - interfaculty, Sapienza University of Rome, Rome, Italy
Interests: optimization; simulation; heuristics; program development; combinatorial optimization; mathematical finance; standard model; detector design
Interests: optimization; simulation; heuristics; program development; combinatorial optimization; mathematical finance; standard model; detector design
Department of Statistics and Applied Probability, University of California Santa Barbara, Santa Barbara, CA 93106, USA
Interests: financial risk management and insurance; actuarial machine learning methodology; time series and state-space modelling; spatial statistics; stochastic processes in financial applications
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Interests: financial risk management and insurance; actuarial machine learning methodology; time series and state-space modelling; spatial statistics; stochastic processes in financial applications
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