雜志介紹

Finance And Stochastics雜志介紹

《Finance And Stochastics》是一本以English為主的未開放獲取國際優秀期刊，中文名稱金融與隨機，本刊主要出版、報道經濟學-MATHEMATICS, INTERDISCIPLINARY APPLICATIONS領域的研究動態以及在該領域取得的各方面的經驗和科研成果，介紹該領域有關本專業的最新進展，探討行業發展的思路和方法，以促進學術信息交流，提高行業發展。該刊已被國際權威數據庫SCIE、SSCI收錄，為該領域相關學科的發展起到了良好的推動作用，也得到了本專業人員的廣泛認可。該刊最新影響因子為1.1，最新CiteScore 指數為2.9。

本刊近期中國學者發表的論文主要有：

• A paradox in time-consistency in the mean–variance problem?

  Author: Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam

• Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities

  Author: Ruodu Wang, Liang Peng, Jingping Yang

• Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations

  Author: Zhi Liu

英文介紹

Finance And Stochastics雜志英文介紹

The purpose of Finance and Stochastics is to provide a high standard publication forum for research

- in all areas of finance based on stochastic methods

- on specific topics in mathematics (in particular probability theory, statistics and stochastic analysis) motivated by the analysis of problems in finance.

Finance and Stochastics encompasses - but is not limited to - the following fields:

- theory and analysis of financial markets

- continuous time finance

- derivatives research

- insurance in relation to finance

- portfolio selection

- credit and market risks

- term structure models

- statistical and empirical financial studies based on advanced stochastic methods

- numerical and stochastic solution techniques for problems in finance

- intertemporal economics, uncertainty and information in relation to finance.