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Finance and Stochastics
The purpose of Finance and Stochastics is to provide a high standard publication forum for research
– in all areas of finance based on stochastic methods
– on specific topics in mathematics (in particular probability theory, statistics and stochastic analysis) motivated by the analysis of problems in finance.
Finance and Stochastics encompasses – but is not limited to – the following fields:
– theory and analysis of financial markets
– continuous time finance
– derivatives research
– insurance in relation to finance
– portfolio selection
– credit and market risks
– term structure models
– statistical and empirical financial studies based on advanced stochastic methods
– numerical and stochastic solution techniques for problems in finance
– intertemporal economics, uncertainty and information in relation to finance.