Calls for papers


International Journal of Financial Markets and Derivatives
International Journal of Financial Markets and Derivatives


Special Issue on: "Computational Methods for Financial Engineering"

Guest Editors:
Dr Nikolaos Thomaidis, University of the Aegean, Greece
Dr Christos Floros, University of Portsmouth, UK

In recent years, computational methods and techniques have become an important tool for the support of financial decisions. New statistical procedures, mathematical models, numerical algorithms and heuristics are continuously developed and used by an increasing number of firms, traders and financial risk managers across various industries.

This special issue covers the rapidly growing and diversifying field of financial engineering; it is an attempt to explore and bring together practical, state-of-the-art applications of computational techniques in financial problems, including risk analysis, asset pricing and portfolio management. Authors are invited to submit high-quality papers describing original, unpublished research in related scientific areas. All contributions should have an engineering, problem-solving approach detailing how mathematical and computational techniques can effectively overcome practical difficulties often encountered in real-life applications. In this way, this issue bridges the gap between theory and practice in financial engineering and will be of interest to both researchers and practitioners.

Subject Coverage
Topics of interest include, but not limited to:
  • Econometric and computational models for risk and correlation analysis
  • Asset pricing and factor models
  • Computational techniques for complex portfolio optimisation problems
  • Derivatives valuation techniques
  • Credit risk and credit rating
  • Numerical and statistical approximation of stochastic differential equations with applications in finance
  • Automated trading systems
  • Statistical arbitrage
  • Financial applications of computational intelligent (neural, fuzzy or evolutionary) methods

Notes for Prospective 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 peer review process. A guide for authors, sample copies and other relevant information for submitting papers are available on the Author Guidelines page

Important Dates

Deadline for manuscript submission: 28 February 2010 (extended)