Financial Mathematics III
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "Financial Mathematics".
Deadline for manuscript submissions: 30 April 2025 | Viewed by 2642
Special Issue Editor
Interests: financial mathematics; option pricing; DEA (data envelopment analysis) models; performance evaluation of mutual funds; credit risk
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
In recent years, financial mathematics has become an important field for mathematicians. On the one hand, the development of mathematical and probabilistic models for finance has allowed us to make progress in the classical fields of financial mathematics. Among these, we may refer to the criteria of choice for the best alternatives among investment or financing projects, as well as models for studying, for example, the dynamics of interest rates, the evaluation of bonds, portfolio theory and dynamic asset allocation, the dynamics of stock prices, and the pricing and risk assessment of many derivatives (options, futures, swaps, and a variety of other derivatives).
On the other hand, other important issues require the formulation of mathematical models for studying novel issues that have become relevant, oftentimes hot topics in financial markets. Especially the evaluation and management of the risks to which financial markets are exposed have become crucial factors. Thus, we have discovered innovative models for the evaluation of credit risks for bonds and of bank loans, and models for the assessment of sovereign risks.
In addition, new models to assess the performance of mutual funds make use of different approaches drawn from different fields—among these data envelopment analysis—and enable the study of socially responsible investments. Moreover, the application of several machine learning algorithms to different financial mathematics problems has enabled improvements in financial valuations and pricing.
The purpose of the current Special Issue is to establish a collection of articles that reflect the latest mathematical methods and models in the field of financial mathematics, creating a bridge between mathematical theory and its application to finance.
This Special Issue is a continuation of the previous, successful Special Issue “Financial Mathematics”.
Prof. Dr. Antonella Basso
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
- financial mathematics
- bonds and interest rates dynamics
- asset allocation and portfolio theory
- derivatives and option pricing
- credit and sovereign risks
- socially responsible investments
- performance evaluation of mutual funds
- data envelopment analysis
- machine learning algorithms
- neural networks
Benefits of Publishing in a Special Issue
- Ease of navigation: Grouping papers by topic helps scholars navigate broad scope journals more efficiently.
- Greater discoverability: Special Issues support the reach and impact of scientific research. Articles in Special Issues are more discoverable and cited more frequently.
- Expansion of research network: Special Issues facilitate connections among authors, fostering scientific collaborations.
- External promotion: Articles in Special Issues are often promoted through the journal's social media, increasing their visibility.
- e-Book format: Special Issues with more than 10 articles can be published as dedicated e-books, ensuring wide and rapid dissemination.
Further information on MDPI's Special Issue polices can be found here.
