In case my readers wonder, I have started my sabbatical in Paris, which explains the sudden silence while I got my feet on the ground. I'll be reporting on whatever activity on quantitative finance that I happen to come across during my stay here. But since Paris is pretty empty in the summer, I have nothing to report so far.
Talking about reports, I am keeping busy by writing the final report for the thematic program, a version of which might appear as a front-end article in Quantitative Finance.
I'll have more to say about it when it is ready, but for now I'll leave you with the view from my desk at my apartment:
Pas mal, hein ?
Saturday, July 24, 2010
Friday, July 9, 2010
IJTAF special issues
The International Journal of Theoretical and Applied Finance will publish a series of special issues dedicated to the workshops that took place during our thematic program. Since I'll be a guest editor for each of the issue, I thought I should give a status update.
For the first one, covering the Workshop on Foundations of Mathematical Finance, we received 8 papers, which are now in different stages of the refereeing process. If all goes well this will be finalized early in the summer and will be ready to go into production.
For the second one, dedicated to the Workshop on Computational Methods in Finance, we received 3 papers (currently under review) and 3 more authors have promised to submit. It is hard to say when the entire review process will be finished, but my hope is to have it ready by the middle of next Fall.
The organizers of the Workshop on Financial Econometrics declined the offer of a special issue, so there is nothing to report on it.
Finally, today is the deadline for paper submissions for the special issue dedicated to the Workshop on Financial Derivatives and Risk Management. So far we have received 2 papers, with 6 more promised. Given the time it took to review the papers for the first special issue, I estimate that this one will not be ready until early next year.
As you can see, I'll have a lot of editorial fun for the next little while.
For the first one, covering the Workshop on Foundations of Mathematical Finance, we received 8 papers, which are now in different stages of the refereeing process. If all goes well this will be finalized early in the summer and will be ready to go into production.
For the second one, dedicated to the Workshop on Computational Methods in Finance, we received 3 papers (currently under review) and 3 more authors have promised to submit. It is hard to say when the entire review process will be finished, but my hope is to have it ready by the middle of next Fall.
The organizers of the Workshop on Financial Econometrics declined the offer of a special issue, so there is nothing to report on it.
Finally, today is the deadline for paper submissions for the special issue dedicated to the Workshop on Financial Derivatives and Risk Management. So far we have received 2 papers, with 6 more promised. Given the time it took to review the papers for the first special issue, I estimate that this one will not be ready until early next year.
As you can see, I'll have a lot of editorial fun for the next little while.
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