Mathematical Finance is a high-quality journal which brings together work on the mathematical aspects of finance theory from such diverse fields as finance, economics, mathematics, and statistics. An essential resource for academic finance researchers and practitioners alike, the journal publishes clear and concise articles which present the latest theoretical developments in an accessible way. Modern finance is becoming increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice. Mathematical Finance offers a forum for the publication of articles which employ these techniques, as well as providing a much-needed bridge between mathematical scientists and financial economists.

TopHighlights

• Equilibrium Pricing in the Presence of Cumulative Dividends Following
  a Diffusion
  Knut K. Aase
• A General Approach to Hedging Options: Applications to Barrier and
  Partial Barrier Options
  Hans-Peter Bermin
• American Options on Assets with Dividends Near Expiry
  J. D. Evans, R. Kuske and Joseph B. Keller
• Portfolio Value-at-Risk with Heavy-Tailed Risk Factors
  Paul Glasserman, Philip Heidelberger and Perwez Shahabuddin
• Monte Carlo Valuation of American Options
  L. C. G. Rogers