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Mathematics - Quantitative Finance | Finance and Stochastics – incl. option to publish open access

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Finance and Stochastics

Finance and Stochastics

Editor: Martin Schweizer

ISSN: 0949-2984 (print version)
ISSN: 1432-1122 (electronic version)

Journal no. 780

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Instructions for Authors

Finance and Stochastics

General 

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The Editor and Co-Editors reserve the right to return to the author(s) any manuscript that in their opinion is not suitable for publication in Finance and Stochastics, without expressly stipulating the reasons for doing so. Under no circumstances will the identity of the reviewers and referees be disclosed to the author(s) or to any other third party not involved in the editorial process.
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Electronic Submissions 

Electronic submissions of manuscripts are encouraged since they speed up the refereeing and editorial process. Manuscripts are best submitted as PDF attachments by e-mail to finasto@math.ethz.ch
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In order to facilitate the typesetting process, authors using LaTeX or TeX to prepare their manuscripts will be requested to supply the TeX files upon acceptance. Authors are encouraged to use Springer’s TeX macro package which is available

Manuscript Preparation 

Papers should be written concisely, clearly and carefully. A submission should be in final and polished form, not a first draft. Time spent on good presentation is well spent and will help to speed up refereeing times.
The form and content of the manuscript should be carefully checked to exclude the need for corrections at the proof stage. See http://www.math.ethz.ch/~finasto/ for some specific hints. Whenever possible, please use the LaTeX macros available at the below download in order to bring form and length of your manuscript into accordance with the Finance and Stochastic format. Please consult a recent issue of Finance and Stochastic for the correct format.

First Page 

The first manuscript page should provide the title, names of all authors, affiliations, any footnotes to the title, the address to which proofs are to be sent, a short running title and the fax number or e-mail address of the corresponding author. Please consult a recent issue of Finance and Stochastic for the correct format.

Summary/ Key Words/ Appendix 

Each paper is to be preceded by a short summary in English, which should not exceed 100 words. Up to five keywords. The Journal of Economic Literature index number and the 2000 Mathematics Subject Classification (MSC). Please consult a recent issue of Finance and Stochastic for the correct format. The paper should end with a conclusion on summarizing the main results. Long and difficult proofs of propositions and theorems should be relegated to an appendix.

Footnotes  

Footnotes to the text should be avoided.

References 

The list of references should be in alphabetical order and include the names and initials of all authors (see examples below). Whenever possible, please update all references to papers accepted for publication, preprints or technical reports, giving the exact name of the journal, as well as the volume, first and last page numbers and year, if the article has already been published or accepted for publication. When styling the references, the following examples should be observed:
  • Journal article:
    Freed, D.S., Melrose, R.B.: A mod k index theorem. Invent. math. 107, 283–299 (1992)
  • Complete book:
    Conway, J.H., Sloane, N.J.: Sphere packings, lattices, and groups (Grundlehren Math. Wiss. Bd. 290) Springer, Berlin Heidelberg New York (1988)
  • Single contribution in a book:
    Border, K.C.: Functional analytic tools for expected utility theory. In: Aliprantis, C.D. et al. (eds.): Positive operators, Riesz spaces and economics, pp.69-88. Springer, Berlin Heidelberg New York (1991).
Please do not group two or more publications under one number. Each item in the reference list must be separate to enable electronic reference linking.
Citations in the text should be identified by numbers in square brackets.
Some examples:
1. Negotiation research spans many disciplines [3].
2. This result was later contradicted by Becker and Seligman [5].
3. This effect has been widely studied [1-3, 7].

Figures and Tables 

  • Figures are to be numbered consecutively. Preferably, the figures should be professional quality computer graphics, as output by standard office software or plotting packages. If possible encapsulated Postcript graphics should be imported into the manuscript in the places where they are intended to appear. On acceptance, authors will be requested to supply these Postcript files separately. Figures should be captioned informatively, so that they can be understood without referring to the text.
  • Tables are to be numbered separately from the illustrations. Each table should have a short title.

Formulas 

Formulas should be numbered consecutively on the righthand side of the page.

Page Proofs 

For all papers the authors will receive an e-mail with a link to the proofs. The provisional page numbers given in the proof may be referred to during the correction procedure. However, the final page numbers are inserted by the publisher when an issue is ready to go to press. The author is entitled to formal corrections only. Substantial changes in content, e.g., new results, corrected values, title and authorship are not allowed without the approval of the responsible editor. In such a case please contact the Editorial Office before returning the proofs to the publisher. When returning proofs, the author(s) must agree to transfer copyright of the manuscript to the publisher.

Offprints 

One complimentary copy is supplied for each author. Twenty-five (25) offprints of each contribution are provided free of charge. Orders for additional offprints can be placed by returning the order form with the corrected proofs.

English Language Editing 

For editors and reviewers to accurately assess the work presented in your manuscript you need to ensure the English language is of sufficient quality to be understood. If you need help with writing in English you should consider:
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For authors and editors


  • Journal Citation Reports®
    2017 Impact Factor
  • 1.750
  • Aims and Scope

    Aims and Scope

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    The purpose of Finance and Stochastics is to provide a high standard publication forum for research
    - in all areas of finance based on stochastic methods
    - on specific topics in mathematics (in particular probability theory, statistics and stochastic analysis) motivated by the analysis of problems in finance.

    Finance and Stochastics encompasses - but is not limited to - the following fields:
    - theory and analysis of financial markets
    - continuous time finance
    - derivatives research
    - insurance in relation to finance
    - portfolio selection
    - credit and market risks
    - term structure models
    - statistical and empirical financial studies based on advanced stochastic methods
    - numerical and stochastic solution techniques for problems in finance
    - intertemporal economics, uncertainty and information in relation to finance.

    Finance and Stochastics also publish 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. Special issues may be devoted to specific topics in rapidly growing research ares.
    In summary, Finance and Stochastics serve as a 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).

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