SIAM Journal on Financial Mathematics launchesJanuary 21, 2010
Publication highlights computational challenges and theoretical developments in financial math
Continuing to advance its mission to publish journals of high quality, relevance, and originality, the Society for Industrial and Applied Mathematics (SIAM) is pleased to announce the launch of SIAM Journal on Financial Mathematics (SIFIN). SIFIN features continuous electronic publication and serves as an essential resource for finance researchers and practitioners as it brings together theoretical developments in financial mathematics and breakthroughs in the computational challenges they encompass.
"SIFIN has a broad appeal in the young and vibrant financial mathematics community," said Editors-in-Chief Rene Carmona and Ronnie Sircar. "It is uniquely positioned to showcase the mathematical developments that will influence paramount economic and environmental issues impacted by the financial markets of tomorrow, and help understand and control the complex risks these new markets bring. The recent and ongoing financial crisis only highlights the need for sophisticated mathematics in the financial world."
The field of financial mathematics has seen exponential growth over the past several years, and SIFIN offers a conduit for the publication of articles in its many growing branches. It provides a common platform for scholars interested in the mathematical theory of finance as well as practitioners interested in rigorous treatments of the computational issues related to implementation.
On the theoretical side, SIFIN will publish papers with demonstrable mathematical developments motivated by models of modern finance. On the computational side, it will introduce new methods and algorithms representing significant improvements on modern numerical implementations of applied financial mathematics.
SIAM offers institutions and individuals complimentary access to the SIAM Journal on Financial Mathematics through 2010. Subscriptions will not be needed during this free period. The first articles will be posted to http://epubs.siam.org/SIFIN on January 21. Carmona and Sircar, from the Department of Operations Research & Financial Engineering at Princeton University, head a first-class editorial board (see www.siam.org/journals/sifin/board.php). Information about SIFIN editorial policy, peer review, manuscript submission, and production is available at www.siam.org/journals/sifin.php.
"SIAM Journal on Financial Mathematics' launch is timely given the state of the global economy over the past year," said David Marshall, SIAM Publisher. "We are confident that SIFIN will be a tremendous resource to those interested in staying up-to-date in this rapidly changing field."
A leader in applied and computational mathematics, SIAM fosters the development of the exciting field of financial math through its Activity Group on Financial Mathematics and Engineering (SIAG FM&E), which brings together mathematical scientists and engineers who have an interest in the research and practice of financial mathematics, computation, and engineering. SIAG FM&E fosters collaborations in the use of mathematical and computational tools in quantitative finance in the public and private sector. The activity group also sponsors the biennial SIAM Conference on Financial Mathematics and Engineering. Further information on SIAG FM&E can be found at www.siam.org/activity/fme.