Editor: Peter Forsyth
Published: 16 Jun 2009
Papers in this issue
by Svetlana Boyarchenko, Sergei Levendorskii
by Alois Geyer, Michael Hanke, Alex Weissensteiner
by Adam Speight
by Daniel Kuhn, Panos Parpas, Berç Rustem, Raquel Fonseca
University of Waterloo
This is my first issue as official Editor-in-Chief of The Journal of Computational Finance. I would like to express my appreciation to Mark Broadie for the superb work he has done in building up the journal's reputation since he took over from the founding editor Domingo Tavella in 2003. Mark has kindly agreed to continue as a member of the editorial board of the journal, and I continue to benefit from his sound advice.
The four papers in this issue were initially presented at the "Computational Methods in Finance" conference held on July 26-27, 2007 at the University of Waterloo. Three other papers from this conference have already appeared in previous issues of the journal: "Multi-asset option pricing using a parallel Fourier based technique," C. Leentvaar and C. Oosterlee, Fall (2008), "PDE methods for maximum drawdown," L. Pospisil and J. Vecer (Winter 2008/9) and "Fourier Space time-stepping for option pricing with Levy models," K. Jackson, S. Jaimungal and V. Surkov (Winter 2008/9). These papers were all handled by a group of guest Associate Editors: Adam Kolkiewicz, Ken Seng Tan and Ken Vetzal, all from the University of Waterloo.
You will see that the editorial board has many new faces, as well as many continuing members. My thanks go to all the new and continuing board members for agreeing to take on this job. The quality of the papers in the journal is entirely dependent on the voluntary efforts of the Board members and the referees.
A note on the refereeing process. I have asked all the Associate Editors, before sending the papers out for review, to attempt to quickly determine if the submitted paper is either inappropriate for The Journal of Computational Finance, or if the paper has some obvious technical problems. In this case, we will try to get back to the authors within two or three weeks. If the paper is sent out for review, then we ask that the referees get back to us with reports within three months. Our target is to get feedback to authors within about four months of submission. I remind authors that we are asking busy referees to do an unpaid, arduous task, so that sometimes some patience is in order. Historically, the acceptance rate for the journal has been about 20%.
Work is also underway in getting The Journal of Computational Finance listed in the Web of Science Citation index, which will give the journal more prominence in academic circles.
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