Special Issue on 

Mathematical Modeling in Finance

Mathematical Modeling in Finance encompasses the development and application of mathematical theories, statistical methods, and computational techniques to analyze financial markets, evaluate financial instruments, and support investment and risk management decisions. It covers topics such as asset pricing, portfolio optimization, derivative valuation, stochastic modeling, financial risk analysis, quantitative trading, financial econometrics, machine learning in finance, and computational finance. The field integrates mathematics, statistics, economics, computer science, and financial theory to improve decision-making, enhance market efficiency, and address complex challenges in modern financial systems.

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

• Asset pricing
• Portfolio optimization
• Derivative pricing
• Financial risk management
• Stochastic modeling
• Financial econometrics
• Quantitative trading
• Computational finance
• Time series analysis
• Interest rate modeling
• Credit risk modeling
• Financial forecasting
• Machine learning in finance
• Algorithmic trading
• Financial engineering
• Sustainable 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 - Mathematical Modeling in Finance” should be selected during your submission.

Special Issue Timetable:

For further questions or inquiries, please contact Editorial Assistant at

[email protected].