The SIAM Journal on Financial Mathematics launched January 21, 2010.
ORFE Professors René Carmona and Ronnie Sircar are Editors-in-Chief of this latest journal that brings together theoretical developments in financial mathematics as well as breakthroughs in the computational challenges they encompass. It provides a common platform for scholars interested in the mathematical theory of finance as well as practitioners interested in rigorous treatments of the scientific computational issues related to implementation. On the theoretical side, the journal seeks papers with demonstrable mathematical developments motivated by models of modern finance. On the computational side, it publishes works introducing new methods and algorithms representing significant (as opposed to incremental) improvements on the existing state of affairs of modern numerical implementations of applied financial mathematics.
This journal features continuous electronic publication. For further information on members of the board, Editorial Policy, manuscript submission, and peer review see the journal web site. Questions regarding manuscript submission and peer review can be directed the SIAM Publications Manager.