Financial Engineering and Risk Management (FERM)
Financial Engineering and Risk Management (FERM) is a journal dedicated to promoting and accelerating the dissemination of new research findings. There is a vast array of exciting research activities in this field worldwide. The journal aims to provide academicians and scientists around the globe with a platform to share, promote, and discuss various emerging issues and developments in different areas of financial engineering and risk management.
Aims & Scope
Financial Engineering and Risk Management (FERM) is a journal dedicated to promoting and accelerating the dissemination of new research findings. There is a vast array of exciting research activities in this field worldwide. The journal aims to provide academicians and scientists around the globe with a platform to share, promote, and discuss various emerging issues and developments in different areas of financial engineering and risk management.
Aims
- To promote and accelerate the dissemination of new research findings across the fields of financial engineering and risk management globally.
- To provide academicians and scientists worldwide with a platform to share, promote, and discuss emerging issues and developments in all areas of financial engineering and risk management.
- To foster academic exchange, collaboration, and innovation in interdisciplinary research addressing financial markets, quantitative modeling, and risk mitigation challenges.
- To advance knowledge and practical understanding of financial engineering techniques, risk assessment methodologies, and financial stability through rigorous scholarly publication.
Scope
The journal covers a wide range of topics related to financial engineering and risk management, including but not limited to:
Financial Engineering and Quantitative Finance
- Financial modeling and quantitative analysis, including stochastic calculus, time-series modeling, and algorithmic trading
- Derivatives and structured finance, including pricing models, hedging strategies, and structured product design
- Portfolio construction and optimization, including asset allocation, risk parity, and multi-asset management
- Financial innovation and fintech, including algorithmic finance, blockchain applications, and digital asset engineering
Risk Management and Financial Stability
- Market risk management, including value-at-risk models, stress testing, and volatility modeling
- Credit risk modeling and mitigation, including credit scoring, default prediction, and credit derivatives
- Operational and liquidity risk management, including liquidity risk metrics, operational risk frameworks, and regulatory compliance
- Systemic risk and financial stability, including contagion analysis, macroprudential policies, and risk aggregation frameworks