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Journal of Computational Finance

About:

The Journal of Computational Finance is an international peer-reviewed journal dedicated to advancing knowledge in the area of financial mathematics. The journal is focused on the measurement, management and analysis of financial risk, and provides detailed insight into numerical and computational techniques in the pricing, hedging and risk management of financial instruments.

Journal Home:  Journal Homepage
Editor-in-Chief:  Christoph Reisinger
scope:

The journal welcomes papers dealing with innovative computational techniques in the following areas: Numerical solutions of pricing equations: finite differences, finite elements, and spectral techniques in one and multiple dimensions. Simulation approaches in pricing and risk management: advances in Monte Carlo and quasi-Monte Carlo methodologies; new strategies for market factors simulation.

Print ISSN:

Print ISSN:  14601559,

Electronic ISSN:  17552850

Abstracting and Indexing:  SCOPUS Science Citation Index Expanded
Imapct Factor 2020:   0.758
Subject Area and Category:   Computer Science Computer Science Applications Economics, Econometrics and Finance Finance Mathematics Applied Mathematics
Publication Frequency:  
H Index:  14
Best Quartile:

Q1:  

Q2:  Finance

Q3:  

Q4:  

Journal Home:  Journal Homepage
Cite Score:  1.8
SNIP:  0.847
Journal Rank(SJR):  0.677
Publisher & Country:

Publisher:  Incisive Media Ltd.

Country:  United States