Dear Colleague,
As part of the activities of the International Journal of Financial Markets
and Derivatives (Inderscience Pub), we are organising a special issue on the
use of Computational Methods in Financial Engineering. It is an attempt to
explore and bring together practical, state-of-the-art applications of
computational techniques in financial problems, including risk analysis,
asset pricing and portfolio management.
Topics of interest include, but are not limited to:
* Econometric and computational models for risk and correlation analysis
* Asset pricing and factor models
* Portfolio optimisation
* Derivatives valuation techniques
* Credit risk and credit rating
* Numerical and statistical approximation of stochastic differential
equations with applications in finance
* Automated trading systems
* Statistical arbitrage
* Financial applications of computational intelligent (neural, fuzzy or
evolutionary) methods
For further details prospective authors should consult the PDF attachment or
the special issue announcement at the journal's official website:
http://www.inderscience.com/browse/callpaper.php?callID=1275
You are most welcome to contribute to this issue as an author and/or a
reviewer. All submissions should be high-quality papers or technical
reports describing original, unpublished research in related scientific
areas and will be refereed by experts in the field based on originality,
significance and clarity (more details on the submission process can be
found in the references given above).
PLEASE CIRCULATE this email among your colleagues and students.
Best wishes,
===============================
Dr Nikos S. Thomaidis (Guest Editor) & Dr Christos Floros (Editor)
International Journal of Financial Markets & Derivatives
http://www.inderscience.com/browse/callpaper.php?callID=1275
Email: [log in to unmask]
URL: http://decision.fme.aegean.gr/decision
Tel: +30-2271-0-35454; 35483
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