April  2006, 2(2): i-i. doi: 10.3934/jimo.2006.2.2i

Preface

1. 

Department of Applied Mathematics, Hong Kong Polytechnic University, Hong Kong

2. 

Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong

Published  April 2006

This special issue is based on, but not limited to, contributions from invited speakers of the International Workshop in Financial Mathematics and Statistics held at the Hong Kong Polytechnic University, on December 16, 2004. The workshop was well attended by experts in the field all over the world.
    The issue aims to look at leading-edge research on the interface between derivatives, insurance, securities and quantitative finance. As financial mathematics and statistics are two essential components in these four areas, the issue, as we hope, will give the readers a survey of the important tools of mathematics and statistics being used in the modern financial institutions.
    In this special issue, 7 papers are included. The papers cover mathematical finance topics, such as option pricing, interest models and stochastic volatility; topics in risk management, such as Value at Risk, liquidity risk management; and actuarial science topics, such as ruin theory.
    The papers in the issue were selected with a view towards readers coming from finance, actuarial science, mathematics or statistics. Hopefully this is a first step to provide a platform for people who are interested in the interplay among theory and practice of these disciplines.
Citation: Heung Wong, Hailiang Yang, Xian Zhou. Preface. Journal of Industrial & Management Optimization, 2006, 2 (2) : i-i. doi: 10.3934/jimo.2006.2.2i
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