Special Issue on 

Financial Engineering and Computational Finance

Financial Engineering and Computational Finance is an interdisciplinary field that applies advanced mathematical models, statistical methods, and computational techniques to analyze financial markets and design complex financial instruments. It involves the development of pricing models for derivatives, risk management frameworks, and algorithmic trading strategies, while leveraging tools such as stochastic processes, numerical methods, and machine learning. The field also emphasizes large-scale data analysis, model calibration, and simulation to support decision-making in areas such as portfolio optimization, asset pricing, and financial risk assessment within increasingly dynamic and data-driven markets.

In this special issue, we intend to invite front-line researchers and authors to submit original research and review articles on exploring Financial Engineering and Computational Finance. Potential topics include, but are not limited to:

• Derivatives engineering
• Quantitative risk management
• Computational asset pricing
• Algorithmic trading systems
• High-frequency trading
• Financial time series analysis
• Stochastic modeling
• Numerical methods in finance
• Portfolio optimization
• Fixed income analytics
• Credit risk modeling
• Market microstructure analysis
• Financial machine learning
• Monte Carlo methods
• Model calibration and validation
• Fintech and digital finance

Authors should read over the journal’s For Authors carefully before submission. Prospective authors should submit an electronic copy of their complete manuscript through the journal’s Paper Submission System.

Please kindly specify the “Special Issue” under your manuscript title. The research field “Special Issue - Financial Engineering and Computational Finance” should be selected during your submission.

Special Issue Timetable:

For further questions or inquiries, please contact Editorial Assistant at

[email protected].