The International Research Conference Aims and Objectives
The International Research Conference is a federated organization dedicated to bringing together a significant number of diverse scholarly events for presentation
within the conference program. Events will run over a span of time during the conference depending on the number and length of the presentations.
With its high quality, it provides an exceptional value for students, academics and industry researchers.
International Conference on Quantitative and Mathematical Finance
aims to bring together leading academic scientists, researchers and research scholars to exchange and share their experiences and research results on all aspects of
Quantitative and Mathematical Finance.
It also provides a premier interdisciplinary platform for researchers, practitioners and educators to present and discuss the most recent innovations,
trends, and concerns as well as practical challenges encountered and solutions adopted in the fields of Quantitative and Mathematical Finance.
Call for Contributions
Prospective authors are kindly encouraged to contribute to and help shape the conference through submissions of their research abstracts, papers and e-posters.
Also, high quality research contributions describing original and unpublished results of conceptual, constructive, empirical, experimental, or
theoretical work in all areas of Quantitative and Mathematical Finance are cordially invited for presentation at the conference.
The conference solicits contributions of abstracts, papers and e-posters that address themes and topics of the conference, including figures, tables and references of
novel research materials.
Guidelines for Authors
Please ensure your submission meets the conference's strict guidelines for accepting scholarly papers.
Downloadable versions of the check list for
Full-Text Papers and
Abstract Papers.
Please refer to the
Paper Submission Guideline,
Abstract Submission Guideline and
Author Information
before submitting your paper.
Conference Proceedings
All submitted conference papers will be blind peer reviewed by three competent reviewers.
The peer-reviewed conference proceedings are indexed in the Open Science Index,
Google Scholar,
Semantic Scholar,
Zenedo,
BASE,
WorldCAT,
Sherpa/RoMEO,
and other index databases. Impact Factor Indicators.
Special Journal Issues
19. International Conference on Quantitative and Mathematical Finance has teamed up with the Special Journal Issue on
Quantitative and Mathematical Finance.
A number of selected high-impact full text papers will also be considered for the special journal issues.
All submitted papers will have the opportunity to be considered for this Special Journal Issue.
The paper selection will be carried out during the peer review process as well as at the conference presentation stage.
Submitted papers must not be under consideration by any other journal or publication.
The final decision for paper selection will be made based on peer review reports by the Guest Editors and the Editor-in-Chief jointly.
Selected full-text papers will be published online free of charge.
Conference Sponsor and Exhibitor Opportunities
The Conference offers the opportunity to become a conference sponsor or exhibitor.
To participate as a sponsor or exhibitor, please download and complete the
Conference Sponsorship Request Form.
Conference venue information will be released soon.
Quantitative finance
Mathematical finance
Derivatives pricing: the Q world
Risk and portfolio management: the P world
Criticism
Mathematical tools
Derivatives pricing
Mathematical or numerical models
Financial derivatives
Discrete time models
Strategies of investment
Admissible strategies and arbitrage
Martingales and opportunities of arbitrage
Complete markets and option pricing
The optimal stopping problem
Continuous-time models
Continuous-time martingales
Stochastic integration
The Girsanov theorem
The Black-Scholes model
Multidimensional Black-Scholes model with continuous dividends
Currency options
Stochastic volatility
Fourier methods for pricing
Interest rates models
Yield curve for a random future
Interest rates
Bonds with coupons, swaps, caps and floors
A general framework for short rates
Options on bonds
Short rate models
Inversion of the yield curve
Affine term structures
The Vasicek model
| Abstracts/Full-Text Paper Submission Deadline |
|
November 28, 2024 |
| Notification of Acceptance/Rejection |
|
December 12, 2024 |
| Final Paper (Camera Ready) Submission & Early Bird Registration Deadline |
|
November 12, 2025 |
| Conference Dates |
|
December 13-14, 2025 |
