Department of Statistic and Operational Reseach. University of Granada.,
Guidelines for Submission
Manuscripts can be submitted until the expiry of the deadline. Submissions must be previously unpublished and may not be under consideration elsewhere.
Papers should be formatted according to the guidelines for authors (see: http://www.sciencepublishinggroup.com/journal/guideforauthors?journalid=147). By submitting your manuscripts to the special issue, you are acknowledging that you accept the rules established for publication of manuscripts, including agreement to pay the Article Processing Charges for the manuscripts. Manuscripts should be submitted electronically through the online manuscript submission system at http://www.sciencepublishinggroup.com/login. All papers will be peer-reviewed. Accepted papers will be published continuously in the journal and will be listed together on the special issue website.
Valuation of Derivative Securities and Credit Risks aims at presenting the latest developments and options pricing in pure and applied computational finance. It considers important theoretical, empirical and review papers. This special is driven by the computational revolution and emphasizing innovative applied mathematics having potential for applicability and practicality. It also improves the dissemination of advanced research in the area of valuation of derivative securities and credit risk.
Original research papers are solicited in any aspect of applied and pure computational finance.
The topics include (but are not limited to):
Financial engineering Financial statistics Pricing theory of securities and portfolio Quantitative economics Solutions to PDEs Stochastic optimization and control Stochastic processes Credit Risks Risk Management Option Pricing Numerical Methods in Finance