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The Journal of Computational Finance

  Publisher: Incisive Media
  Price: USD 1,099.00 per year


Led by Editor-in-Chief Cornelis (Kees) Oosterlee from the CWI - National Research Center for Mathematics and Computer Science and Delft University of Technology, this international peer-reviewed 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 researchers in this field, ensuring it fulfills a valuable role at the interface of research and practice in this increasingly important sector.

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.

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