Journals / Journal of Computational Finance
The Journal of Computational FinanceLed by Editor-in-Chief Peter Forsyth from Waterloo University, and a respected Editorial Board, this international refereed journal focuses on the advances in numerical and computational techniques in pricing, hedging and risk management of financial instruments. More... |
 |
|
|
MORE ABOUT THIS JOURNAL | START FREE TRIAL | SUBSCRIBE TODAY |
Latest Issue: Volume 16/Number 3, Spring 2013
Welcome to Volume 16, Issue 3 of The Journal of Computational Finance. In this issue we present 4 research papers: 'Numerical methods for an optimal order execution problem' by Fabien Guilbaud, Mohamed...
Welcome to Volume 16, Issue 2 of The Journal of Computational Finance. In this paper we present 4 research papers: 'Pricing options on realized variance in the Heston model with jumps in returns and volatility...
On April 18-21, 2011 a Lorentz workshop on "Quantitative Methods in Financial and Insurance Mathematics" took place in Leiden in the Netherlands, with almost seventy participants from many different countries....
Don't get left behind
How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Journals / Journal of Computational Finance articles
(Special Issue): Volume 15/Number 4, Summer 2012
On April 18-21, 2011 a Lorentz workshop on "Quantitative Methods in Financial and Insurance Mathematics" took place in Leiden in the Netherlands, with almost seventy participants from many different countries. The main purposes of the workshop were:...
Volume 15/Number 3, Spring 2012
Welcome to Volume 15, Issue 3 of The Journal of Computational Finance. This issue includes four technical papers: 'No-arbitrage SABR' by Paul Doust; 'A bias-reduction technique for Monte Carlo pricing of early-exercise options' by Tyson Whitehead, R....
The Journal of Computational Finance Volume 15/Number 2 2011/12
Welcome to Volume 15, Issue 2 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘A simple discretization scheme for nonnegative diffusion processes with applications to option pricing' by Chantal Labbé and Bruno...
The Journal of Computational Finance Volume 15/Number 1 2011
Welcome to Volume 15, Issue 1 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Robust optimization of currency portfolios' by Raquel C. Fonseca, Steve Zymler and Berç Rustem from Imperial College of Science; ‘An...
The Journal of Computational Finance Volume 14/Number 4 2011
Welcome to Volume 14, Issue 4 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Fast simplified approaches to Asian option pricing' by D. Y. Tangman and A. A. I. Peer from the University of Mauritius; ‘Efficient...
The Journal of Computational Finance Volume 14/Number 3 2011
Welcome to Volume 14, Issue 3 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Fast Greeks by algorithmic differentiation' by Luca Capriotti from Credit Suisse Group; ‘The uncertain volatility model: a Monte Carlo...
The Journal of Computational Finance Volume 14/Number 2 2010/11
Welcome to Volume 14, Issue 2 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Estimating Greeks in simulating Lévy-driven models' by Paul Glasserman and Liu Zongjian from Columbia University; ‘Fast valuation...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
Related conferences
-
Risk OTC Derivatives Clearing Summit
USA, 5th Jun 2013
-
Quant Congress Europe
UK, 12th Jun 2013
-
Risk and Return Brasil - Portuguese
Brazil, 12th Jun 2013
-
Risk & Return Brazil - English
Brazil, 12th Jun 2013
-
What’s next for fixed-income ETFs and structured products?
UK, 3rd Jul 2013
Related training
-
Nexus-Risk Training
Canada, 21st - 16th Oct 2013
-
Gas Portfolio Optimisation
UK, 22nd - 23rd May 2013
-
Active Risk Management in the Treasury
USA, 29th - 30th May 2013
-
Active Risk Management in the Treasury
UK, 5th - 6th Jun 2013
-
Market Data, Reference Data & Technology Training
Canada, 10th - 14th Jun 2013
Updating your subscription status 
Risk IPad Apps
Email alerts
Weekly poll
Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
Related Jobs
