雜志介紹

Finance And Stochastics雜志介紹

《Finance And Stochastics》是一本以English為主的未開放獲取國際優(yōu)秀期刊，中文名稱金融與隨機(jī)，本刊主要出版、報道經(jīng)濟(jì)學(xué)-MATHEMATICS, INTERDISCIPLINARY APPLICATIONS領(lǐng)域的研究動態(tài)以及在該領(lǐng)域取得的各方面的經(jīng)驗(yàn)和科研成果，介紹該領(lǐng)域有關(guān)本專業(yè)的最新進(jìn)展，探討行業(yè)發(fā)展的思路和方法，以促進(jìn)學(xué)術(shù)信息交流，提高行業(yè)發(fā)展。該刊已被國際權(quán)威數(shù)據(jù)庫SCIE、SSCI收錄，為該領(lǐng)域相關(guān)學(xué)科的發(fā)展起到了良好的推動作用，也得到了本專業(yè)人員的廣泛認(rèn)可。該刊最新影響因子為1.1，最新CiteScore 指數(shù)為2.9。

本刊近期中國學(xué)者發(fā)表的論文主要有：

• 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

英文介紹

Finance And Stochastics雜志英文介紹

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.