Valuation of Derivative Securities and Credit Risks aims at presenting the latest developments and options pricing in pure and applied computational finance. It considers important theoretical, empirical and review papers. This special is driven by the computational revolution and emphasizing innovative applied mathematics having potential for applicability and practicality. It also improves the dissemination of advanced research in the area of valuation of derivative securities and credit risk.

Original research papers are solicited in any aspect of applied and pure computational finance.

The topics include (but are not limited to):

    Financial engineering
    Financial statistics
    Pricing theory of securities and portfolio
    Quantitative economics
    Solutions to PDEs
    Stochastic optimization and control
    Stochastic processes
    Credit Risks
    Risk Management
    Option Pricing
    Numerical Methods in Finance