The ''International Journal of Theoretical and Applied Finance'' (IJTAF) was founded in 1998 and is published by

World Scientific World Scientific Publishing is an academic publisher of scientific, technical, and medical books and journals headquartered in Singapore. The company was founded in 1981. It publishes about 600 books annually, with more than 170 journals in var ...

. The journal spans a wide range of topics focussing on the use of quantitative tools in finance, including articles on development and implementation of mathematical models, their industrial usage, and application of modern stochastic methods. The Editor-in-Chief of IJTAF is Matheus R. Grasselli of McMaster University, Ontario. Before Grasselli assumed this role the Editor-in-Chief was Lane P. Hughston of

Goldsmiths, University of London Goldsmiths, University of London, formerly Goldsmiths College, University of London, is a constituent research university of the University of London. It was originally founded in 1891 as The Goldsmiths' Technical and Recreative Institute by ...

who served in that capacity from 2007 until 2022. Grasselli and Hughston served jointly as co-Editors over the year 2022. The disciplines and topics covered by IJTAF include: mathematical finance; financial engineering; applications of modern probability theory and stochastic analysis in finance; models for interest rate, equity, foreign exchange, commodity, credit and inflation-linked products; portfolio theory and long-term investment; applications of stochastic optimization, stochastic control and stochastic filtering in finance; computational and numerical methods in finance; calibration, stress-testing and institutional implementation of financial models; modelling issues arising in regulatory aspects of the financial markets; modelling issues arising in emerging markets and new product areas; mathematical models for systemic risk in financial markets; intersection between insurance and actuarial sciences and finance; mathematical models for algorithmic trading, high-frequency trading; models for the use and impact of cryptocurrencies, blockchain technology, and decentralized finance; financial applications of machine learning, financial data analytics; climate finance and sustainability.
nternational Journal of Theoretical and Applied Finance -- Aims and Scope

Abstracting and indexing

The journal is abstracted and indexed in: * JEL electronic indexes, includes EconList, e-JEL, and JEL on CD * Social Science Research Network (SSRN) *

Mathematical Reviews ''Mathematical Reviews'' is a journal published by the American Mathematical Society (AMS) that contains brief synopses, and in some cases evaluations, of many articles in mathematics, statistics, and theoretical computer science. The AMS also pu ...

* The CFA Digest * CSA Risk Abstracts *

International Bibliography of the Social Sciences The International Bibliography of the Social Sciences (IBSS) is a bibliography for social science and interdisciplinary research. The database focuses on the social science disciplines of anthropology, economics, politics and sociology, and rela ...

Zentralblatt MATH zbMATH Open, formerly Zentralblatt MATH, is a major reviewing service providing reviews and abstracts for articles in pure and applied mathematics, produced by the Berlin office of FIZ Karlsruhe – Leibniz Institute for Information Infrastru ...

Inspec Inspec is a major indexing database of scientific and technical literature, published by the Institution of Engineering and Technology (IET), and formerly by the Institution of Electrical Engineers (IEE), one of the IET's forerunners. Inspec cov ...

References

{{Reflist Finance journals Academic journals established in 1998 World Scientific academic journals English-language journals