Thursday, May 19, 2011

IJTAF - Foundations of Mathematical Finance

I just received a copy of the special issue of the International Journal of Theoretical and Applied Finance dedicated to our workshop on Foundations of Mathematical Finance, for which yours truly served as a guest editor together with Marco Frittelli.

The special issue on Computational Finance is already completed and should go into production soon. The third and final special issue that IJTAF agreed to publish in connection with the thematic program, on Derivative and Risk Management, will appear early next year.

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