Computational Finance
Submission Deadline: Dec. 20, 2014
Lead Guest Editor
Department of Mathematical Sciences, Ekiti State University, Ado Ekiti, Ekiti State, Nigeria
Guest Editors
  • Department of Mathematical and Physical Sciences, Afe Babalola University, Ado Ekiti, Ekiti State, Nigeria
  • Department of Mathematics, Federal University Lokoja, Kogi, Nigeria
  • Department of Statistic and Operational Reseach. University of Granada., Granada, Spain
Guidelines for Submission
Manuscripts can be submitted until the expiry of the deadline. Submissions must be previously unpublished and may not be under consideration elsewhere.
Papers should be formatted according to the guidelines for authors (see: http://www.sciencepublishinggroup.com/journal/guideforauthors?journalid=147). By submitting your manuscripts to the special issue, you are acknowledging that you accept the rules established for publication of manuscripts, including agreement to pay the Article Processing Charges for the manuscripts. Manuscripts should be submitted electronically through the online manuscript submission system at http://www.sciencepublishinggroup.com/login. All papers will be peer-reviewed. Accepted papers will be published continuously in the journal and will be listed together on the special issue website.
Published Papers
1
Authors: Fadugba Sunday Emmanuel, Ajayi Olayinka Adedoyin, Okedele Olanrewaju Hammed
Pages: 18-30 Published Online: Oct. 20, 2014
Views 3645 Downloads 282
2
Authors: Ganiyu, A. A., Fakunle, I.
Pages: 12-17 Published Online: Sep. 5, 2014
Views 3741 Downloads 290
3
Authors: Fadugba Sunday Emmanuel, Edogbanya Olaronke Helen
Pages: 8-11 Published Online: Aug. 13, 2014
Views 3834 Downloads 239
4
Authors: Fadugba Sunday Emmanuel
Pages: 1-7 Published Online: Aug. 5, 2014
Views 3803 Downloads 248
Introduction
Valuation of Derivative Securities and Credit Risks aims at presenting the latest developments and options pricing in pure and applied computational finance. It considers important theoretical, empirical and review papers. This special is driven by the computational revolution and emphasizing innovative applied mathematics having potential for applicability and practicality. It also improves the dissemination of advanced research in the area of valuation of derivative securities and credit risk.

Original research papers are solicited in any aspect of applied and pure computational finance.

The topics include (but are not limited to):

    Financial engineering
    Financial statistics
    Pricing theory of securities and portfolio
    Quantitative economics
    Solutions to PDEs
    Stochastic optimization and control
    Stochastic processes
    Credit Risks
    Risk Management
    Option Pricing
    Numerical Methods in Finance
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