Topics covered include International derivatives, risk measures Lead-lag effects of derivative prices Hedging/price discovery in futures/options markets Computing/Monte Carlo techniques for option pricing, modelling equity prices Asian options in shipping and energy markets Accounting for employee stock options Gas derivatives hedging; accounting for electricity derivatives Real estate/currency/swaps, etc derivatives Pricing and hedging, interest rate risk International financial markets, financial econometrics Economics of financial markets, market risk Stochastic volatility/value-at-risk models Computational/mathematical finance Operational research methods   More topics... 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   Hide More on this journal... 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.   Hide

Browse issues Vol. 3 2012 Vol. 3 No. 1 Vol. 2 2011 Vol. 2 No. 4 2011 Vol. 2 No. 3 2011 Vol. 2 No. 1/2 Vol. 1 2010 Vol. 1 No. 4 2010 Vol. 1 No. 3 2010 Vol. 1 No. 2 2009 Vol. 1 No. 1

IJFMD is indexed in: Academic OneFile (Gale) Business and Company ASAP (Gale) Business and Company Resource Center (Gale) EconLit (American Economic Association)   More indexes... Expanded Academic ASAP (Gale) General BusinessFile ASAP International (Gale) General OneFile (Gale) Google Scholar InfoTrac Custom Journals (Gale) Inspec (Institution of Engineering and Technology) RePEc Hide    IJFMD is listed in: Cabell's Directory of Publishing Opportunities Excellence in Research for Australia (ERA): Journal list 2012   More journal lists/directories... Hide

Editor in Chief

• Floros, Christos, University of Portsmouth, UK
  (Christos.Florosport.ac.uk)

EB Members

• Buckle, Mike, University of Swansea, UK
• Chen, An-Sing, National Chung Cheng University, Taiwan
• Degiannakis, Stavros, University of Central Greece and Athens University of Economics and Business, Greece
• Kalotychou, Elena, City University, UK
• Khaliq, Abdul Q. M., Middle Tennessee State University, USA
• Koutmos, Gregory, Fairfield University, USA
• Lafuente, Juan Angel, Universitat Jaume I, Spain
• Laopodis, Nikiforos T., Fairfield University, USA
• Lien, Donald, University of Texas at San Antonio, USA
• McMillan, David, University of Stirling, UK
• Nordén, Lars, Stockholm University, Sweden
• Speight, Alan, Swansea University, UK
• Zastawniak, Tomasz, University of York, UK

A few essentials for publishing in this journal

 

• Submitted articles should not have been previously published or be currently under consideration for publication elsewhere.
• Conference papers may only be submitted if the paper has been completely re-written (taken to mean more than 50%) and the author has cleared any necessary permissions with the copyright owner if it has been previously copyrighted.
• All our articles are refereed through a double-blind process.
• All authors must declare they have read and agreed to the content of the submitted article. A full statement of our Ethical Guidelines for Authors is available.

 

Submission process

 

All articles for this journal must be submitted using our online submissions system.

Read our information on preparing and submitting articles.