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
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- Martin Schweizer
- Publishing model
- Hybrid (Transformative Journal). Learn about publishing Open Access with us
Journal metrics
- 2.048 (2019)
- Impact factor
- 1.961 (2019)
- Five year impact factor
- 47,137 (2019)
- Downloads
Latest issue
Volume 25
Special Issue on Vector- and Set-Valued Methods in Stochastic Finance and Related Areas
Latest articles
Journal updates
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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.
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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.
About this journal
- Electronic ISSN
- 1432-1122
- Print ISSN
- 0949-2984
- Abstracted and indexed in
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- ABS Academic Journal Quality Guide
- ANVUR
- Australian Business Deans Council (ABDC) Journal Quality List
- CNKI
- Current Contents / Social & Behavioral Sciences
- Current Index to Statistics
- DBLP
- Dimensions
- EBSCO Discovery Service
- ECONIS
- EconLit
- Google Scholar
- Institute of Scientific and Technical Information of China
- Japanese Science and Technology Agency (JST)
- Journal Citation Reports/Science Edition
- Journal Citation Reports/Social Sciences Edition
- Mathematical Reviews
- Naver
- OCLC WorldCat Discovery Service
- ProQuest ABI/INFORM
- ProQuest Advanced Technologies & Aerospace Database
- ProQuest Business Premium Collection
- ProQuest Central
- ProQuest Computer Science
- ProQuest Engineering
- ProQuest International Bibliography of the Social Sciences (IBSS)
- ProQuest Materials Science and Engineering Database
- ProQuest Pharma Collection
- ProQuest SciTech Premium Collection
- ProQuest Science Database
- ProQuest Social Science Collection
- ProQuest Technology Collection
- ProQuest-ExLibris Primo
- ProQuest-ExLibris Summon
- Research Papers in Economics (RePEc)
- SCImago
- SCOPUS
- Science Citation Index Expanded (SciSearch)
- Social Science Citation Index
- TD Net Discovery Service
- UGC-CARE List (India)
- zbMATH
- Copyright information
