刊物简介
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.