Finance And Stochastics

杂志介绍

Finance And Stochastics杂志介绍

《Finance And Stochastics》是一本以English为主的未开放获取国际优秀期刊，中文名称金融与随机，本刊主要出版、报道经济学-MATHEMATICS, INTERDISCIPLINARY APPLICATIONS领域的研究动态以及在该领域取得的各方面的经验和科研成果，介绍该领域有关本专业的最新进展，探讨行业发展的思路和方法，以促进学术信息交流，提高行业发展。该刊已被国际权威数据库SCIE、SSCI收录，为该领域相关学科的发展起到了良好的推动作用，也得到了本专业人员的广泛认可。该刊最新影响因子为1.1，最新CiteScore 指数为2.9。

本刊近期中国学者发表的论文主要有：

• A paradox in time-consistency in the mean–variance problem?

  Author: Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam

• Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities

  Author: Ruodu Wang, Liang Peng, Jingping Yang

• Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations

  Author: Zhi Liu

英文介绍

Finance And Stochastics杂志英文介绍

The purpose of Finance and Stochastics is to provide a high standard publication forum for research

- in all areas of finance based on stochastic methods

- on specific topics in mathematics (in particular probability theory, statistics and stochastic analysis) motivated by the analysis of problems in finance.

Finance and Stochastics encompasses - but is not limited to - the following fields:

- theory and analysis of financial markets

- continuous time finance

- derivatives research

- insurance in relation to finance

- portfolio selection

- credit and market risks

- term structure models

- statistical and empirical financial studies based on advanced stochastic methods

- numerical and stochastic solution techniques for problems in finance

- intertemporal economics, uncertainty and information in relation to finance.