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The Journal of Computational Finance information


The Journal of Computational Finance is a peer-reviewed academic journal, published five times per year, covering advances in numerical and computational techniques in pricing, hedging, and risk management of financial instruments. It was established in 1997 and is published by Infopro Digital as part of their Risk Journals portfolio. The editor-in-chief is Christoph Reisinger (Mathematical Institute, University of Oxford). According to the Journal Citation Reports, the journal has a 2015 impact factor of 0.758.[1]

  1. ^ "The Journal of Computational Finance". 2015 Journal Citation Reports. Web of Science (Science ed.). Thomson Reuters. 2016.

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Computational finance

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Computational finance is a branch of applied computer science that deals with problems of practical interest in finance. Some slightly different definitions...

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The Journal of Computational Finance

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The Journal of Computational Finance is a peer-reviewed academic journal, published five times per year, covering advances in numerical and computational...

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Computational mathematics

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Computational mathematics is the study of the interaction between mathematics and calculations done by a computer. A large part of computational mathematics...

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Exponentially modified Gaussian distribution

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ISBN 0-521-48184-8. Peter Carr and Dilip B. Madan, Saddlepoint Methods for Option Pricing, The Journal of Computational Finance (49–61) Volume 13/Number 1, Fall 2009...

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Computational science

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Computational science, also known as scientific computing, technical computing or scientific computation (SC), is a division of science that uses advanced...

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Computational economics

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Computational economics is an interdisciplinary research discipline that combines methods in computational science and economics to solve complex economic...

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Quantum finance

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The path integral partial averaging method". Journal of Computational Finance. arXiv:cond-mat/0005319. Bibcode:2000cond.mat..5319M. {{cite journal}}:...

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Quantile function

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"Sampling Student's T distribution – Use of the inverse cumulative distribution function". Journal of Computational Finance. 9 (4): 37–73. doi:10.21314/JCF.2006...

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Heston model

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Madan, D. (1999). "Option valuation using the fast Fourier transform" (PDF). Journal of Computational Finance. 2 (4): 61–73. CiteSeerX 10.1.1.6.9994. doi:10...

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Farshid Jamshidian

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editor of Finance and Stochastics and The Journal of Computational Finance and served as a faculty member in the mathematics departments at the University...

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Portfolio optimization

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Berç (Summer 2014). "Optimizing the Omega Ratio using Linear Programming" (PDF). Journal of Computational Finance. 17 (4): 49–57. doi:10.21314/JCF.2014...

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Computational geometry

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problems in computational geometry are classical in nature, and may come from mathematical visualization. Other important applications of computational geometry...

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Journal of Economic Dynamics and Control

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The Journal of Economic Dynamics and Control (JEDC) is a peer-reviewed scholarly journal devoted to computational economics, dynamic economic models,...

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Finance

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This research area is known as computational finance. Many computational finance problems have a high degree of computational complexity and are slow to converge...

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Omega ratio

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Berç (Summer 2014). "Optimizing the Omega Ratio using Linear Programming" (PDF). Journal of Computational Finance. 17 (4): 49–57. doi:10.21314/JCF.2014...

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Mathematical finance

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on the other. Mathematical finance overlaps heavily with the fields of computational finance and financial engineering. The latter focuses on applications...

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Basic affine jump diffusion

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Andreas Ecker (2009). "Computational Techniques for basic Affine Models of Portfolio Credit Risk". Journal of Computational Finance. 13: 63–97. doi:10.21314/JCF...

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SABR volatility model

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"From arbitrage to arbitrage-free implied volatilities". Journal of Computational Finance. 20 (3): 31–49. doi:10.21314/JCF.2016.316. ISSN 1755-2850....

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Computational intelligence

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synonym of soft computing, there is still no commonly accepted definition of computational intelligence. Generally, computational intelligence is a set of nature-inspired...

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Science Publishing Group

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International Journal of Accounting, Finance and Risk Management International Journal of Agricultural Economics International Journal of Anesthesia and...

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Applied mathematics

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mathematics". The success of modern numerical mathematical methods and software has led to the emergence of computational mathematics, computational science...

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Financial modeling

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finance masters with a quantitative orientation, such as the Master of Quantitative Finance, or the more specialized Master of Computational Finance or...

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Outline of finance

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The following outline is provided as an overview of and topical guide to finance: Finance – addresses the ways in which individuals and organizations...

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Variance gamma process

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Gamma". Journal of Computational Finance. 7 (2): 63–80. doi:10.21314/JCF.2003.112. S2CID 8283519. Filo Fiorani (2004). Option Pricing Under the Variance...

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