出版社:Society for Industrial and Applied Mathematics Publications
发刊时间:0
收录数据库:SCIE/Scopus收录
ISSN:1945-497X
期刊介绍
SIAM Journal on Financial Mathematics (SIFIN) addresses theoretical developments in financial mathematics as well as breakthroughs in the computational challenges they encompass. The journal provides a common platform for scholars interested in the mathematical theory of finance as well as practitioners interested in rigorous treatments of the scientific computational issues related to implementation. On the theoretical side, the journal publishes articles with demonstrable mathematical developments motivated by models of modern finance. On the computational side, it publishes articles introducing new methods and algorithms representing significant (as opposed to incremental) improvements on the existing state of affairs of modern numerical implementations of applied financial mathematics.
SIAM Journal on Financial Mathematics(SIFIN)致力于金融数学的理论发展,以及它们所包含的计算挑战的突破。该杂志为对金融数学理论感兴趣的学者以及对与实施相关的科学计算问题的严格处理感兴趣的从业者提供了一个共同的平台。在理论方面,该杂志发表的文章与可论证的数学发展的动机模型的现代金融。在计算方面,它发表的文章介绍了新的方法和算法,这些方法和算法代表了对应用金融数学的现代数值实现的现有状况的重大(而不是渐进的)改进。