Example of Mathematical Finance format
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Example of Mathematical Finance format Example of Mathematical Finance format Example of Mathematical Finance format Example of Mathematical Finance format Example of Mathematical Finance format Example of Mathematical Finance format
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Example of Mathematical Finance format Example of Mathematical Finance format Example of Mathematical Finance format Example of Mathematical Finance format Example of Mathematical Finance format Example of Mathematical Finance format
Sample paper formatted on SciSpace - SciSpace
This content is only for preview purposes. The original open access content can be found here.
open access Open Access
recommended Recommended

Mathematical Finance — Template for authors

Publisher: Wiley
Categories Rank Trend in last 3 yrs
Social Sciences (miscellaneous) #27 of 334 down down by 18 ranks
Applied Mathematics #75 of 548 down down by 49 ranks
Finance #44 of 288 down down by 32 ranks
Economics and Econometrics #108 of 661 down down by 63 ranks
Accounting #27 of 155 down down by 19 ranks
journal-quality-icon Journal quality:
High
calendar-icon Last 4 years overview: 153 Published Papers | 650 Citations
indexed-in-icon Indexed in: Scopus
last-updated-icon Last updated: 01/07/2020
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Related Journals

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Cambridge University Press

Quality:  
High
CiteRatio: 5.3
SJR: 4.657
SNIP: 3.034
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Elsevier

Quality:  
High
CiteRatio: 9.6
SJR: 11.673
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Elsevier

Quality:  
High
CiteRatio: 7.4
SJR: 6.607
SNIP: 3.553
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Wiley

Quality:  
High
CiteRatio: 3.2
SJR: 1.064
SNIP: 1.799

Journal Performance & Insights

Impact Factor

CiteRatio

Determines the importance of a journal by taking a measure of frequency with which the average article in a journal has been cited in a particular year.

A measure of average citations received per peer-reviewed paper published in the journal.

2.25

11% from 2018

Impact factor for Mathematical Finance from 2016 - 2019
Year Value
2019 2.25
2018 2.529
2017 2.714
2016 2.414
graph view Graph view
table view Table view

4.2

18% from 2019

CiteRatio for Mathematical Finance from 2016 - 2020
Year Value
2020 4.2
2019 5.1
2018 5.3
2017 5.7
2016 5.0
graph view Graph view
table view Table view

insights Insights

  • Impact factor of this journal has decreased by 11% in last year.
  • This journal’s impact factor is in the top 10 percentile category.

insights Insights

  • CiteRatio of this journal has decreased by 18% in last years.
  • This journal’s CiteRatio is in the top 10 percentile category.

SCImago Journal Rank (SJR)

Source Normalized Impact per Paper (SNIP)

Measures weighted citations received by the journal. Citation weighting depends on the categories and prestige of the citing journal.

Measures actual citations received relative to citations expected for the journal's category.

1.98

15% from 2019

SJR for Mathematical Finance from 2016 - 2020
Year Value
2020 1.98
2019 2.338
2018 2.834
2017 2.83
2016 2.131
graph view Graph view
table view Table view

2.249

8% from 2019

SNIP for Mathematical Finance from 2016 - 2020
Year Value
2020 2.249
2019 2.449
2018 2.345
2017 2.671
2016 2.472
graph view Graph view
table view Table view

insights Insights

  • SJR of this journal has decreased by 15% in last years.
  • This journal’s SJR is in the top 10 percentile category.

insights Insights

  • SNIP of this journal has decreased by 8% in last years.
  • This journal’s SNIP is in the top 10 percentile category.

Mathematical Finance

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Wiley

Mathematical Finance

Mathematical Finance is a high-quality journal which brings together work on the mathematical aspects of finance theory from such diverse fields as finance, economics, mathematics, and statistics. An essential resource for academic finance researchers and practitioners alike, ...... Read More

Social Sciences

i
Last updated on
01 Jul 2020
i
ISSN
0960-1627
i
Impact Factor
High - 1.914
i
Open Access
Yes
i
Sherpa RoMEO Archiving Policy
Yellow faq
i
Plagiarism Check
Available via Turnitin
i
Endnote Style
Download Available
i
Bibliography Name
apa
i
Citation Type
Numbered
[25]
i
Bibliography Example
Beenakker, C.W.J. (2006) Specular andreev reflection in graphene.Phys. Rev. Lett., 97 (6), 067 007. URL 10.1103/PhysRevLett.97.067007.

Top papers written in this journal

Journal Article DOI: 10.1111/1467-9965.00068
Coherent Measures of Risk
Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, David Heath1
01 Jul 1999 - Mathematical Finance

Abstract:

In this paper we study both market risks and nonmarket risks, without complete markets assumption, and discuss methods of measurement of these risks. We present and justify a set of four desirable properties for measures of risk, and call the measures satisfying these properties “coherent.” We examine the measures of risk pro... In this paper we study both market risks and nonmarket risks, without complete markets assumption, and discuss methods of measurement of these risks. We present and justify a set of four desirable properties for measures of risk, and call the measures satisfying these properties “coherent.” We examine the measures of risk provided and the related actions required by SPAN, by the SEC=NASD rules, and by quantile-based methods. We demonstrate the universality of scenario-based methods for providing coherent measures. We offer suggestions concerning the SEC method. We also suggest a method to repair the failure of subadditivity of quantile-based methods. read more read less

Topics:

Risk measure (57%)57% related to the paper, Coherent risk measure (55%)55% related to the paper, Expected shortfall (55%)55% related to the paper, Spectral risk measure (55%)55% related to the paper, Entropic value at risk (54%)54% related to the paper
View PDF
8,651 Citations
Journal Article DOI: 10.1111/1467-9965.00022
Backward Stochastic Differential Equations in Finance
N. El Karoui1, Shige Peng2, M. C. Quenez3
01 Jan 1997 - Mathematical Finance

Abstract:

We are concerned with different properties of backward stochastic differential equations and their applications to finance. These equations, first introduced by Pardoux and Peng (1990), are useful for the theory of contingent claim valuation, especially cases with constraints and for the theory of recursive utilities, introdu... We are concerned with different properties of backward stochastic differential equations and their applications to finance. These equations, first introduced by Pardoux and Peng (1990), are useful for the theory of contingent claim valuation, especially cases with constraints and for the theory of recursive utilities, introduced by Duffie and Epstein (1992a, 1992b). read more read less

Topics:

Stochastic partial differential equation (64%)64% related to the paper, Stochastic differential equation (56%)56% related to the paper, Mathematical finance (56%)56% related to the paper, Malliavin calculus (56%)56% related to the paper, G-expectation (56%)56% related to the paper
2,332 Citations
open accessOpen access Journal Article DOI: 10.1111/J.1467-9965.1996.TB00123.X
A yield-factor model of interest rates
Darrell Duffie1, Rui Kan
01 Oct 1996 - Mathematical Finance

Abstract:

This paper presents a consistent and arbitrage-free multifactor model of the term structure of interest rates in which yields at selected fixed maturities follow a parametric muitivariate Markov diffusion process with “stochastic volatility.” the yield of any zero-coupon bond is taken to be a maturity-dependent affine combina... This paper presents a consistent and arbitrage-free multifactor model of the term structure of interest rates in which yields at selected fixed maturities follow a parametric muitivariate Markov diffusion process with “stochastic volatility.” the yield of any zero-coupon bond is taken to be a maturity-dependent affine combination of the selected “basis” set of yields. We provide necessary and sufficient conditions on the stochastic model for this affine representation. We include numerical techniques for solving the model, as well as numerical techniques for calculating the prices of term-structure derivative prices. the case of jump diffusions is also considered. read more read less

Topics:

Affine term structure model (65%)65% related to the paper, Vasicek model (62%)62% related to the paper, Short-rate model (61%)61% related to the paper, Rendleman–Bartter model (60%)60% related to the paper, Affine combination (59%)59% related to the paper
View PDF
2,288 Citations
Journal Article DOI: 10.1111/J.1467-9965.1995.TB00099.X
The garch option pricing model
Jin-Chuan Duan1
01 Jan 1995 - Mathematical Finance

Abstract:

This article develops an option pricing model and its corresponding delta formula in the context of the generalized autoregressive conditional heteroskedastic (GARCH) asset return process. the development utilizes the locally risk-neutral valuation relationship (LRNVR). the LRNVR is shown to hold under certain combinations of... This article develops an option pricing model and its corresponding delta formula in the context of the generalized autoregressive conditional heteroskedastic (GARCH) asset return process. the development utilizes the locally risk-neutral valuation relationship (LRNVR). the LRNVR is shown to hold under certain combinations of preference and distribution assumptions. the GARCH option pricing model is capable of reflecting the changes in the conditional volatility of the underlying asset in a parsimonious manner. Numerical analyses suggest that the GARCH model may be able to explain some well-documented systematic biases associated with the Black-Scholes model. read more read less

Topics:

Finite difference methods for option pricing (60%)60% related to the paper, Rational pricing (59%)59% related to the paper, Black–Scholes model (57%)57% related to the paper, Monte Carlo methods for option pricing (57%)57% related to the paper, Autoregressive conditional heteroskedasticity (56%)56% related to the paper
1,177 Citations
open accessOpen access Journal Article DOI: 10.1111/1467-9965.00028
The Market Model of Interest Rate Dynamics
Alan Brace1, Dariusz G¸atarek2, Marek Musiela2
01 Apr 1997 - Mathematical Finance

Abstract:

A class of term structure models with volatility of lognormal type is analyzed in the general HJM framework. The corresponding market forward rates do not explode, and are positive and mean reverting. Pricing of caps and floors is consistent with the Black formulas used in the market. Swaptions are priced with closed formulas... A class of term structure models with volatility of lognormal type is analyzed in the general HJM framework. The corresponding market forward rates do not explode, and are positive and mean reverting. Pricing of caps and floors is consistent with the Black formulas used in the market. Swaptions are priced with closed formulas that reduce (with an extra assumption) to exactly the Black swaption formulas when yield and volatility are flat. A two-factor version of the model is calibrated to the U.K. market price of caps and swaptions and to the historically estimated correlation between the forward rates. read more read less

Topics:

LIBOR market model (70%)70% related to the paper, Black–Karasinski model (66%)66% related to the paper, Hull–White model (64%)64% related to the paper, Black–Derman–Toy model (62%)62% related to the paper, Ho–Lee model (62%)62% related to the paper
View PDF
1,113 Citations
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Mathematical Finance format uses apa citation style.

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Frequently asked questions

1. Can I write Mathematical Finance in LaTeX?

Absolutely not! Our tool has been designed to help you focus on writing. You can write your entire paper as per the Mathematical Finance guidelines and auto format it.

2. Do you follow the Mathematical Finance guidelines?

Yes, the template is compliant with the Mathematical Finance guidelines. Our experts at SciSpace ensure that. If there are any changes to the journal's guidelines, we'll change our algorithm accordingly.

3. Can I cite my article in multiple styles in Mathematical Finance?

Of course! We support all the top citation styles, such as APA style, MLA style, Vancouver style, Harvard style, and Chicago style. For example, when you write your paper and hit autoformat, our system will automatically update your article as per the Mathematical Finance citation style.

4. Can I use the Mathematical Finance templates for free?

Sign up for our free trial, and you'll be able to use all our features for seven days. You'll see how helpful they are and how inexpensive they are compared to other options, Especially for Mathematical Finance.

5. Can I use a manuscript in Mathematical Finance that I have written in MS Word?

Yes. You can choose the right template, copy-paste the contents from the word document, and click on auto-format. Once you're done, you'll have a publish-ready paper Mathematical Finance that you can download at the end.

6. How long does it usually take you to format my papers in Mathematical Finance?

It only takes a matter of seconds to edit your manuscript. Besides that, our intuitive editor saves you from writing and formatting it in Mathematical Finance.

7. Where can I find the template for the Mathematical Finance?

It is possible to find the Word template for any journal on Google. However, why use a template when you can write your entire manuscript on SciSpace , auto format it as per Mathematical Finance's guidelines and download the same in Word, PDF and LaTeX formats? Give us a try!.

8. Can I reformat my paper to fit the Mathematical Finance's guidelines?

Of course! You can do this using our intuitive editor. It's very easy. If you need help, our support team is always ready to assist you.

9. Mathematical Finance an online tool or is there a desktop version?

SciSpace's Mathematical Finance is currently available as an online tool. We're developing a desktop version, too. You can request (or upvote) any features that you think would be helpful for you and other researchers in the "feature request" section of your account once you've signed up with us.

10. I cannot find my template in your gallery. Can you create it for me like Mathematical Finance?

Sure. You can request any template and we'll have it setup within a few days. You can find the request box in Journal Gallery on the right side bar under the heading, "Couldn't find the format you were looking for like Mathematical Finance?”

11. What is the output that I would get after using Mathematical Finance?

After writing your paper autoformatting in Mathematical Finance, you can download it in multiple formats, viz., PDF, Docx, and LaTeX.

12. Is Mathematical Finance's impact factor high enough that I should try publishing my article there?

To be honest, the answer is no. The impact factor is one of the many elements that determine the quality of a journal. Few of these factors include review board, rejection rates, frequency of inclusion in indexes, and Eigenfactor. You need to assess all these factors before you make your final call.

13. What is Sherpa RoMEO Archiving Policy for Mathematical Finance?

SHERPA/RoMEO Database

We extracted this data from Sherpa Romeo to help researchers understand the access level of this journal in accordance with the Sherpa Romeo Archiving Policy for Mathematical Finance. The table below indicates the level of access a journal has as per Sherpa Romeo's archiving policy.

RoMEO Colour Archiving policy
Green Can archive pre-print and post-print or publisher's version/PDF
Blue Can archive post-print (ie final draft post-refereeing) or publisher's version/PDF
Yellow Can archive pre-print (ie pre-refereeing)
White Archiving not formally supported
FYI:
  1. Pre-prints as being the version of the paper before peer review and
  2. Post-prints as being the version of the paper after peer-review, with revisions having been made.

14. What are the most common citation types In Mathematical Finance?

The 5 most common citation types in order of usage for Mathematical Finance are:.

S. No. Citation Style Type
1. Author Year
2. Numbered
3. Numbered (Superscripted)
4. Author Year (Cited Pages)
5. Footnote

15. How do I submit my article to the Mathematical Finance?

It is possible to find the Word template for any journal on Google. However, why use a template when you can write your entire manuscript on SciSpace , auto format it as per Mathematical Finance's guidelines and download the same in Word, PDF and LaTeX formats? Give us a try!.

16. Can I download Mathematical Finance in Endnote format?

Yes, SciSpace provides this functionality. After signing up, you would need to import your existing references from Word or Bib file to SciSpace. Then SciSpace would allow you to download your references in Mathematical Finance Endnote style according to Elsevier guidelines.

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