The Journal of Computational Finance - now in its 16th year of leading research in numerical and computational techniques

Led by Editor-in-Chief Peter Forsyth from Waterloo University, this international refereed journal focuses on the advances in numerical and computational techniques in pricing, hedging and risk management of financial instruments.

The Editorial Board comprises many of the best-known reseachers in this field, ensuring it fulfills a valuable role at the interface of research and practice in this increasingly important sector.

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An international refereed journal.

The Journal of Computational Finance is essential reading to ensure you keep informed of the latest research on the measurement, management and analyisis of financial risk, providing detailed insight into numerical and computational techniques in the pricing, hedging and risk management of financial instruments.

Subscribe to the Journal of Computational Finance today, and receive:

• 4 issues of the journal, in print and/or online
• Unrestricted access to the valuable journal archive stretching back 13 years
• Quarterly alert to inform you when the latest issue of The Journal of Computational Finance is online, days before you receive your hard copy
• Preferential subscriber discounts on Risk Books, conferences, training courses and sister publications (including Risk)

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FREE 1-MONTH TRIAL to The Journal of Computational Finance

What does The Journal of Computational Finance cover?

• Numerical solutions of pricing equations: finite differences, finite elements, and special techniques in one and multiple dimensions.
• Simulation approaches in pricing and risk management: advances in Monte Carlo and quasi- Monte Carlo methodologies; new strategies for market factors simulation.
• Optimisation techniques in hedging and risk management.
• Fundamental numerical analysis relevant to finance: effect of boundary treatments on accuracy; new discretization of time-series analysis.
• Developments in free-boundary problems in finance: alternative ways and numerical implications in American option pricing.

We welcome papers dealing with innovative computational techniques in any of the above areas.

The journal is Indexed/Abstracted in the Social Sciences Citation Index and has an Impact Factor of 0.297. This data can be found in the 2011 Journal Citation Reports® Social Sciences Edition - a Thomson Reuters product.

OR LEARN MORE ABOUT

FREE 1-MONTH TRIAL to The Journal of Computational Finance

FREE 1-month Trial to The Journal of Computational Finance

Evaluate how a subscription to The Journal of Computational Finance can help you and your research. Claim your FREE, 1-month no-obligation trial of The Journal of Computational Finance.

Your 1-month FREE trial to The Journal of Computational Finance will include:

• Immediate premium online access to the past 12 months of subscriber content.

OR LEARN MORE ABOUT

FREE 1-MONTH TRIAL to The Journal of Computational Finance

Start your subscription to The Journal of Computational Finance today!

• 4 quarterly issues of the journal in print and/or online
• Unrestricted access to the valuable and searchable archive of past papers - going back 15 years
• Quarterly email alerts to inform you when the latest issue of The Journal of Computational Finance is online, days before you receive your hard copy
• Substantial discounts on all our conferences, training courses, sister publications and books

Subscribe - Print only, online only or print & online subscriptions available