Finance and Stochastics presents research in all areas of finance based on stochastic methods as well as on specific topics in mathematics motivated by the analysis of problems in finance (in particular probability theory, statistics and stochastic analysis).

The journal also publishes surveys on financial topics of general interest if they clearly picture and illuminate the basic ideas and techniques at work, the interrelationship of different approaches and the central questions which remain open.

In addition, Finance and Stochastics features special issues devoted to specific topics in rapidly growing research areas. The journal serves as an ideal publication platform for both theoretical and applied financial economists using advanced stochastic methods and researchers in stochastics motivated by and interested in applications in finance and insurance.

Officially cited as: Finance Stoch

History
The first Editor-in-Chief was Dieter Sondermann (1996), who was succeeded by Martin Schweizer (2004).

  • Presents research in all areas of finance based on stochastic methods.
  • Covers specific topics in mathematics motivated by the analysis of problems in finance.
  • Publishes surveys on financial topics of general interest.

Journal information

Editor
  • Martin Schweizer
Publishing model
Hybrid. Open Access options available

Journal metrics

2.048 (2019)
Impact factor
1.961 (2019)
Five year impact factor
47,137 (2019)
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Latest issue

Volume 24

Issue 3, July 2020

Latest articles

This journal has 49 open access articles
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Journal updates

  • COVID-19 and impact on peer review

    As a result of the significant disruption that is being caused by the COVID-19 pandemic we are very aware that many researchers will have difficulty in meeting the timelines associated with our peer review process during normal times.  Please do let us know if you need additional time. Our systems will continue to remind you of the original timelines but we intend to be highly flexible at this time.

  • Vector- and set-valued methods in stochastic finance and related areas

    Guest Editor: Andreas Hamel

    Submission Deadline: October 31, 2019

    Markets involving transaction costs or illiquidity, multi-utility representations of incomplete preferences, or risk measures and quantiles for multivariate positions can be modelled by means of set-valued functions, and this leads to interesting and mathematically challenging problems. With the goal of fostering activity in these important current developments, Finance and Stochastics will devote a special issue to this area.

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About this journal

Electronic ISSN
1432-1122
Print ISSN
0949-2984
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