 International Journal of Financial Markets and Derivatives (IJFMD) ISSN (Online): 1756-7149 - ISSN (Print): 1756-7130
Click to download IJFMD leaflet Abstracting/Indexing Services and Journal Lists
IJFMD addresses the advancement of contemporary research in the field of financial markets and derivatives. It is an internationally competitive, peer-reviewed journal dedicated to serve as the primary outlet for theoretical and empirical research in all areas of international markets and derivatives.
Objectives
IJFMD especially encourages the submission of high quality articles, which are empirical in nature, particularly papers that are relevant for financial modelling and computation and bridge the gap between theory and policy in derivatives area. Theoretical work submitted to IJFMD should be original in its motivation or modelling structure. Readership
IJFMD provides a scientific vehicle for researchers, policy makers, central and investment banks, financial institutions, and academic institutions. Contents
IJFMD invites and welcomes theoretical and applied papers, case studies, and special issues. The journal will also publish review papers, technical reports, and case studies. Subject Coverage
Topics to be covered include, but are not limited to:
International Derivatives: Theory and Applications
- New approaches of computing option prices
- Lead-lag effects of derivative prices
- Hedging and price discovery in futures/options markets
- New Monte Carlo techniques for option pricing
- Asian options in shipping and energy markets
- Accounting for employee stock options
- Gas derivatives hedging
- Accounting for electricity derivatives
- Real estate derivatives: theory and applications
- Currency derivatives: pricing and hedging
- Risk measures for international derivatives
- Pricing and hedging international derivatives with interest rate risk
- Swaps and other derivatives
Financial Modelling / Financial Econometrics and Economics
- Modelling equity prices
- Modelling international financial markets
- Financial econometrics: theory and applications
- Market risk: measurement and analysis
- Economics of financial markets
Financial Mathematics / Financial Engineering
- Stochastic volatility models
- Value-at-risk models
- Computational finance: new applications
- Operational research methods with applications to finance
- Mathematical finance: theory and applications
Specific Notes for Authors
Submitted papers should not have been previously published nor be currently under consideration for publication elsewhere. (N.B. Conference papers may
only be submitted if the paper was not originally copyrighted and if it has
been completely re-written).
All papers are refereed through a double blind process. A guide for authors, sample copies and other relevant information for submitting papers are available on the Submission of
Papers web-page.
You may send one copy in the form of an MS Word file attached to an e-mail (details of file formats in Author
Guidelines) to Dr. Christos Floros
Please include in your submission the title of the Journal
Editors and Members of the Editorial Board
Editor in Chief Dr. Christos Floros University of Portsmouth Department of Economics Portsmouth Business School Richmond Building (RB1.07), Portland Street Portsmouth, PO1 3DE UK Christos.Floros@port.ac.uk
Editorial Board Members Dr. Mike BuckleMi Senior Lecturer in Finance University of Swansea School of Business and Economics Singleton Park Swansea SA2 8PP UK An-Sing ChenAn Professor of Finance; Dean of College National Chung Cheng University College of Management Department of Finance 168 University Rd., Min-Hsiung, Chia-Yi 621 TAIWAN, ROC Dr. Stavros DegiannakisSt Department of Regional Economic Development, University of Central Greece and Athens University of Economics and Business Department of Statistics Patision 76 GR-104 34 GREECE Dr. Elena KalotychouEl Lecturer in Finance City University Cass Business School 106 Bunhill Row London EC1Y 8TZ UK Abdul Q. M. KhaliqAb Middle Tennessee State University Department of Mathematical Sciences Murfreesboro, TN 37132 USA Prof. Gregory KoutmosGr Gerald M. Levin Professor of Finance and Department Chair Fairfield University Finance Department Charles F. Dolan School of Business 1073 N. Benson Rd. Fairfield, CT 06824 USA Juan Angel LafuenteJu Universitat Jaume I Departamento of Finanzas y Contabilidad Av. de Vicent Sos Baynat s/n 12071 Castellón SPAIN Nikiforos T. LaopodisNi Associate Professor of Finance Fairfield University Department of Finance Dolan School of Business North Benson Rd Fairfield, CT 06824 USA Dr. Donald LienDo Associate Dean for International Affairs; Richard S. Liu Distinguished Chair in Business University of Texas at San Antonio College of Business One UTSA Circle San Antonio, TX 78249 USA Prof. David McMillanDa Professor of Finance University of St Andrews School of Management The Gateway, North Haugh St Andrews KY16 9Š UK Lars NordénLa Associate Professor Stockholm University School of Business 106 91 Stockholm SWEDEN Prof. Alan SpeightAl Dean of Faculty Swansea University Faculty of Business, Economics and Law Singleton Park Swansea SA2 8PP UK Prof. Tomasz ZastawniakTo University of York Department of Mathematics Heslington York YO10 5DD UK
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