International Journal of Theoretical and Applied Finance (IJTAF)
The shift of the financial market towards advanced quantitative methods has led to the introduction of
state-of-the-art scientific methods into the world of finance. The International Journal of Theoretical
and Applied Finance (IJTAF) brings together
international experts involved in the theoretical modelling of financial instruments as well as
the application of these models to global financial markets. The development of complex financial
instruments and financial infrastructure have led to new challenges to the regulatory bodies. Financial
instruments which have been designed to serve the needs of the mature capitals market need to be
adapted for application in the emerging markets. Issues addressed in IJTAF include: (a) creation of
models based on financial insights and sophisticated mathematical principles, (b) calibration of these
models based on market information, (c) simulation of such models using efficient computational
algorithms, (d) updating of these models in line with market developments, and (e) adaptation of these
models by the practitioners in the industry.
State-of-the-art financial modelling draws upon expertise from various disciplines besides finance; in
particular, experts from mathematics, physics and computer science have made significant contributions
to this field. IJTAF brings together experts from these multi-disciplines and provide a platform for
the synergy and synthesis of the various specializations that are actively involved in financial modelling.
The disciplines covered by the journal include:
Financial mathematics and financial engineering; decision theory; probability theory; optimization;
statistical analysis; data analysis; modelling; computer algorithms and simulations; numerical methods;
calibration and institutional implementation of models; regulatory aspects of the financial markets;
emerging markets. There are also special issues covering country/regional experiences.
There are four sections to the journal, namely (a) research papers (b) brief research papers (letters)
(c) review papers and (d) book reviews. Manuscripts should be submitted in Microsoft Word or in
Latex, using instructions for producing camera ready material from
http://www.worldscinet.com/authors/stylefiles.
Abstracting/Indexing
- JEL electronic indexes, includes EconList, e-JEL, and JEL on CD
- Social Science Research Network (SSRN)
- Mathematical Reviews
- Statistical Theory and Method Abstracts (STMA)
- The CFA Digest
- CSA Risk Abstracts
- International Bibliography of the Social Sciences (IBSS)
- Zentralblatt MATH
