z-logo
open-access-imgOpen Access
Mathematical Modelling and Algorithms in Finance
Author(s) -
Wei Chen,
Wei-Guo Zhang,
Pankaj Gupta
Publication year - 2014
Publication title -
mathematical problems in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.262
H-Index - 62
eISSN - 1026-7077
pISSN - 1024-123X
DOI - 10.1155/2014/186547
Subject(s) - mathematical finance , algorithm , computer science , finance , economics
In recent years, more and more financial management problems, such as portfolio selection, asset pricing, risk management, and asset-liability management problems, have been presented in the literature adopting formulation and solution approaches rooted in mathematical theory, as well as optimization methods. In this special issue, we tried to include the variety of the topics which are currently investigated with respect to mathematical modelling and algorithms to the financial management problems, including portfolio selection, asset pricing and hedging, futures and options, and financial forecasting. Below, a very brief overview of the featuredworks is given.

The content you want is available to Zendy users.

Already have an account? Click here to sign in.
Having issues? You can contact us here
Accelerating Research

Address

John Eccles House
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom