Modern Trends in Mathematics, Probability and Statistics for Finance
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "Financial Mathematics".
Deadline for manuscript submissions: 20 April 2025 | Viewed by 48
Special Issue Editor
Interests: mathematical models in finance; mathematical modelling and simulation; numerical analysis; applied mathematics; numerical modeling financial markets; computational finance
Special Issue Information
Dear Colleagues,
Welcome to this Special Issue dedicated to exploring the intricate relationship between mathematics, probability, and statistics in the realm of finance. In today's fast-paced and ever-evolving financial landscape, understanding the underlying mathematical principles, probabilistic models, and statistical methods is crucial for making informed decisions, managing risk, and uncovering new avenues for financial innovation.
This issue brings together a collection of cutting-edge research articles and insightful contributions from leading experts in the field. From advanced mathematical modeling techniques to sophisticated probabilistic frameworks, and from empirical studies to theoretical advancements, each article offers valuable insights into the application of mathematical and statistical methodologies in finance.
Topics covered in this Special Issue include, but are not limited to, the following:
- Stochastic option pricing models;
- Derivative pricing and hedging;
- Modeling and pricing in insurance;
- Portfolio optimization;
- Optimal investment;
- Risk management;
- Models for credit risk;
- Value at risk (VaR) models;
- Financial time series analysis;
- Optimal stopping in mathematical finance;
- High-frequency trading strategies;
- Machine learning applications in finance.
By delving into these topics, we aim to provide readers with a comprehensive understanding of the mathematical and statistical tools that underpin modern finance and their practical implications for investment, risk management, and financial decision-making.
We hope that this Special Issue will serve as a valuable resource for researchers, practitioners, and students alike, fostering further exploration and innovation at the intersection of mathematics, probability, and statistics in finance.
Dr. Nguyet Nguyen
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. Mathematics is an international peer-reviewed open access semimonthly 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 2600 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.
Keywords
- pricing models
- portfolio optimization
- risk management
- financial time series analysis
- high-frequency trading strategies
- optimal stopping
- stochastic games
- machine learning
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