International Journal of Theoretical and Applied Finance

Call for Papers

• Special Issue on Emerging Topics in Quantitative and Climate Finance

Announcement

World Scientific is happy to announce the addition of three outstanding new Associate Editors to the Editorial Board of the International Journal of Theoretical and Applied Finance:

• Xin (Simba) Chang is a Professor of Finance and Associate Dean (Research) at the Nanyang Business School in Singapore and specializes in corporate finance, a core theme for IJTAF.
• Beatrice Acciaio is a Professor of Mathematics at ETH Zurich and specializes in robust hedging, optimal transport, and machine learning, areas that have become increasingly important in mathematical finance.
• Mesias Alfeus is a Senior Lecturer in the department of Statistics and Actuarial Science at Stellenbosch University and specializes in numerical methods for option pricing and model empirical analysis, another pillar for IJTAF.

These new members will strengthen the expertise of the Board and help the Journal to continue to publish high quality research in all areas of theoretical and applied finance.

2023 IJTAF Best Paper Award

World Scientific is happy to announce that Martin Keller-Ressel and Felix Sachse are the winners of the 2023 IJTAF Best Paper Award for their paper State Space Decomposition and Classification of Term Structure Shapes in the Two-Factor Vasicek Model, Vol. 26, No. 04n05, 2350013 (2023). The award entails a cash prize of USD 1,000, shared between the authors and the following citation provided by the Editorial Board: “for extremely interesting results in the framework of the two-factor Vasicek model using the concept of envelopes of curves and their associated winding number, which help to address several questions of practical interest related to the shape of the corresponding yield curves”. Free Access to this paper will be granted until December 2024.