Featured Papers in Mathematics and Finance

The Special Issue titled “Featured Papers in Mathematics and Finance” in the Journal of Risk and Financial Management (JRFM) presents a curated collection of high-quality research articles that advance the theoretical and applied aspects of financial mathematics. It includes pioneering works that ex...

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Baskı/Yayın Bilgisi: MDPI - Multidisciplinary Digital Publishing Institute 2025
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Online Erişim:ONIX_20250812T095121_9783725832637_99
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collection Directory of Open Access Books
description The Special Issue titled “Featured Papers in Mathematics and Finance” in the Journal of Risk and Financial Management (JRFM) presents a curated collection of high-quality research articles that advance the theoretical and applied aspects of financial mathematics. It includes pioneering works that explore diverse areas, such as option pricing, asset pricing models, financial risk management, and the interplay between real-world challenges and financial modeling. Notable contributions include innovative methods for implementing implied volatility in high-frequency markets, extensions of classical financial models using Bayesian approaches, and empirical analyses of fiscal consolidation and financial stability. This Special Issue also examines modern topics like the interconnectedness of cryptocurrencies, the impacts of COVID-19 on financial markets, and novel approaches to risk-adjusted portfolio optimization. By featuring studies that integrate cutting-edge mathematical techniques with critical financial applications, this Special Issue acts as a valuable resource for academics, practitioners, and policymakers. These articles highlight the ongoing evolution of mathematical finance, emphasizing its role in addressing contemporary challenges and improving decision-making processes in complex financial systems.
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language eng
publishDate 2025
publishDateRange 2025
publishDateSort 2025
publisher MDPI - Multidisciplinary Digital Publishing Institute
publisherStr MDPI - Multidisciplinary Digital Publishing Institute
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spelling doab-20.500.12854ir-1651502025-08-12T08:06:25Z Featured Papers in Mathematics and Finance Lindquist, W. Brent Rachev, Svetlozar mathematics of quantitative finance semimartingales in finance extensions of the fundamental asset pricing theorem beyond semimartingales dynamic asset pricing approaches to behavioral finance mathematical models in high-frequency finance axiomatic approach to ESG finance mathematical models reconciling market microstructure and dynamic asset pricing theory mathematical models in momentum investing theory mathematical models in optimal trade execution mathematical models in technical analysis mathematical models in active management theory mathematical models in financial fundamental analysis thema EDItEUR::W Lifestyle, Hobbies and Leisure::WC Antiques, vintage and collectables::WCF Collecting coins, banknotes, medals and other related items The Special Issue titled “Featured Papers in Mathematics and Finance” in the Journal of Risk and Financial Management (JRFM) presents a curated collection of high-quality research articles that advance the theoretical and applied aspects of financial mathematics. It includes pioneering works that explore diverse areas, such as option pricing, asset pricing models, financial risk management, and the interplay between real-world challenges and financial modeling. Notable contributions include innovative methods for implementing implied volatility in high-frequency markets, extensions of classical financial models using Bayesian approaches, and empirical analyses of fiscal consolidation and financial stability. This Special Issue also examines modern topics like the interconnectedness of cryptocurrencies, the impacts of COVID-19 on financial markets, and novel approaches to risk-adjusted portfolio optimization. By featuring studies that integrate cutting-edge mathematical techniques with critical financial applications, this Special Issue acts as a valuable resource for academics, practitioners, and policymakers. These articles highlight the ongoing evolution of mathematical finance, emphasizing its role in addressing contemporary challenges and improving decision-making processes in complex financial systems. 2025-08-12T08:06:23Z 2025-08-12T08:06:23Z 2025 book ONIX_20250812T095121_9783725832637_99 9783725832637 9783725832644 https://directory.doabooks.org/handle/20.500.12854/165150 eng image/jpeg Attribution 4.0 International https://mdpi.com/books https://mdpi.com/books/pdfview/book/10577 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-7258-3264-4 10.3390/books978-3-7258-3264-4 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783725832637 9783725832644 560 open access
spellingShingle mathematics of quantitative finance
semimartingales in finance
extensions of the fundamental asset pricing theorem beyond semimartingales
dynamic asset pricing approaches to behavioral finance
mathematical models in high-frequency finance
axiomatic approach to ESG finance
mathematical models reconciling market microstructure and dynamic asset pricing theory
mathematical models in momentum investing theory
mathematical models in optimal trade execution
mathematical models in technical analysis
mathematical models in active management theory
mathematical models in financial fundamental analysis
thema EDItEUR::W Lifestyle, Hobbies and Leisure::WC Antiques, vintage and collectables::WCF Collecting coins, banknotes, medals and other related items
Featured Papers in Mathematics and Finance
title Featured Papers in Mathematics and Finance
title_full Featured Papers in Mathematics and Finance
title_fullStr Featured Papers in Mathematics and Finance
title_full_unstemmed Featured Papers in Mathematics and Finance
title_short Featured Papers in Mathematics and Finance
title_sort featured papers in mathematics and finance
topic mathematics of quantitative finance
semimartingales in finance
extensions of the fundamental asset pricing theorem beyond semimartingales
dynamic asset pricing approaches to behavioral finance
mathematical models in high-frequency finance
axiomatic approach to ESG finance
mathematical models reconciling market microstructure and dynamic asset pricing theory
mathematical models in momentum investing theory
mathematical models in optimal trade execution
mathematical models in technical analysis
mathematical models in active management theory
mathematical models in financial fundamental analysis
thema EDItEUR::W Lifestyle, Hobbies and Leisure::WC Antiques, vintage and collectables::WCF Collecting coins, banknotes, medals and other related items
topic_facet mathematics of quantitative finance
semimartingales in finance
extensions of the fundamental asset pricing theorem beyond semimartingales
dynamic asset pricing approaches to behavioral finance
mathematical models in high-frequency finance
axiomatic approach to ESG finance
mathematical models reconciling market microstructure and dynamic asset pricing theory
mathematical models in momentum investing theory
mathematical models in optimal trade execution
mathematical models in technical analysis
mathematical models in active management theory
mathematical models in financial fundamental analysis
thema EDItEUR::W Lifestyle, Hobbies and Leisure::WC Antiques, vintage and collectables::WCF Collecting coins, banknotes, medals and other related items
url ONIX_20250812T095121_9783725832637_99