Quantitative Finance (QF)

The frontiers of finance are shifting rapidly, driven in part by the increasing use of quantitative methods in the field. Quantitative Finance welcomes original research articles that reflect the dynamism of this area. The journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality. The readership is broad, embracing researchers and practitioners across a range of specialisms and within a variety of organizations. All articles should aim to be of interest to this broad readership. Quantitative Finance covers such applications as: Agent-based modelling Financial econometrics Anomalies in prices Financial engineering Asset-liability modelling Learning adaptation Behavioural finance Liquidity modelling Bounded rationality Market dynamics and prediction Corporate finance Market microstructure Corporate valuation Operational risk modelling Derivatives pricing and hedging Portfolio management Peer Review Policy: All research articles in this journal have undergone rigorous peer review, based on initial editor screening and refereeing by two anonymous referees. It is the aim of the editorial office to confirm a first decision on submitted manuscripts within six months.

Quantitative Finance (QF) is :-

• International, Peer-Reviewed, Open Access, Refereed, Agent-based modelling Financial econometrics, Anomalies, Behavioural finance Liquidity modelling, Operational risk modelling, Market microstructure, Market dynamics and prediction , Online or Print , Monthly Journal

• UGC Approved, ISSN Approved: P-ISSN P-ISSN: 1469-7688, E-ISSN: 1469-7696, Established: 2001, Impact Factor: 1.5
• Provides Crossref DOI

• Indexed in: Scopus, WoS

• Not indexed in DOAJ, PubMed, UGC CARE