Steckbrief von Mathematics and Financial Economics
Erscheint:
quartalsweise, 4 Ausgaben pro Jahr
Sprache:
Englisch
Kategorie:
Wissenschaftsmagazine
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In the last twenty years mathematical finance has developed independently from economic theory, and largely as a branch of probability theory and stochastic analysis. This has led to important developments e.g. in asset pricing theory, and interest-rate modeling. - This direction of research however can be viewed as somewhat removed from real-world considerations and increasingly many academics in the field agree over the necessity of returning to foundational economic issues. - Mainstream finance on the other hand has often considered interesting economic problems, but finance journals typically pay less attention to the high-level quantitative approach. When quantitative methods useful to economists are developed by mathematicians and published in mathematical journals, they often remain unknown and confined to a very specific readership. More generally, there is a need for bridges between these disciplines. - The aim of this new journal is to reconcile these two approaches and to
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