International Journal of Theoretical and Applied Finance (IJTAF)
Journal Descriptions
The International Journal of Theoretical and Applied Finance (IJTAF) brings together academics and practitioners involved in the mathematical modelling of financial instruments and the application of these models to global financial markets. Financial instruments that have been designed to serve the needs of mature capital markets and established trading forums need to be adapted for application in new markets and evolving trading platforms. The development of new financial products and trading methodologies has also led to new challenges both for institutions and for regulatory bodies. Issues addressed in IJTAF include: (a) development of sophisticated mathematical models based on the principles of modern finance theory, (b) calibration of these models to market data, (c) simulation of such models using efficient computational algorithms, (d) updating of these models in line with evolving market developments, and (e) adaptation of these models by industry practitioners; emphasis will also be placed on (f) development and application of modern stochastic methods in finance, insurance and allied areas of economic theory. State-of-the-art financial modelling draws upon expertise from various disciplines besides finance; in particular, experts from mathematics, statistics, economics, physics, and computer science have made significant contributions to this field. IJTAF brings together experts from these and other disciplines to provide a platform for the synthesis of the various specializations that are actively involved in financial modelling.
International Journal of Theoretical and Applied Finance (IJTAF) is :-
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International, Peer-Reviewed, Open Access, Refereed, mathematics, statistics, economics, physics, computer science , Online or Print , 8-issues-year Journal
- UGC Approved, ISSN Approved: P-ISSN P-ISSN: 0219-0249, E-ISSN: 1793-6322, Established: 1998, Impact Factor: 0.5
- Does Not Provide Crossref DOI
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Not indexed in Scopus, WoS, DOAJ, PubMed, UGC CARE