SIAM Journal on Financial Mathematics to launch in 2010

June 12, 2009

Publication will highlight theoretical developments and computational challenges 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 that the SIAM Journal on Financial Mathematics (SIFIN) will launch in early 2010. SIFIN, which will feature continuous electronic publication, will serve 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.

Cognizant of the current economic conditions affecting library budgets, SIAM has decided to offer the SIAM Journal on Financial Mathematics at no charge to institutions through 2010. Individuals will also be granted complimentary access to SIFIN during this period.

"SIAM is very excited to be working with Editors-in-Chief Rene Carmona and Ronnie Sircar in the development and launch of the SIAM Journal on Financial Mathematics," said David Marshall, SIAM Publisher. "We've been impressed with the breadth and quality of the submissions and are confident that the journal will help keep professionals abreast of developments in this rapidly changing field."

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 the many growing branches of financial mathematics. 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 seeks papers with demonstrable mathematical developments motivated by models of modern finance. On the computational side, it will publish work introducing new methods and algorithms representing significant improvements on modern numerical implementations of applied financial mathematics.

"SIFIN will have a broad appeal in the young and vibrant financial mathematics community," say Editors-in-Chief Carmona and 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."

Carmona and Sircar work in the Department of Operations Research & Financial Engineering at Princeton University and head a first-class editorial board representing a veritable who's-who in financial mathematics. To view the editorial board visit www.siam.org/jourals/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 is now accepting submissions at http://sifin.siam.org.

A leader in applied and computational mathematics, SIAM is also involved in the development of this field through the SIAM Activity Group on Financial Mathematics and Engineering (SIAG FM&E), bringing 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.

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