International Journal of Theoretical and Applied Finance

Aims & Scope

The International Journal of Theoretical and Applied Finance (IJTAF) brings together experts involved in the mathematical modelling of financial instruments and the application of these models to global financial markets.

Financial instruments that have been designed to serve the needs of mature capital markets and established trading forums need to be adapted for application in emerging markets and evolving trading venues.

The development of new financial products and trading methodologies has also led to new challenges for regulatory bodies.

Issues addressed in IJTAF include: (a) development of sophisticated mathematical models based on the principles of modern finance theory, (b) calibration of these models to market data, (c) simulation of such models using efficient computational algorithms, (d) updating of these models in line with evolving market developments, and (e) adaptation of these models by the practitioners in the industry; emphasis will also be placed on (f) development and application of modern stochastic methods in finance.

State-of-the-art financial modelling draws upon expertise from various disciplines besides finance; in particular, experts from mathematics, statistics, economics, and computer science have made significant contributions to this field.

IJTAF brings together experts from these multi-disciplines and provides a platform for the synthesis of the various specializations that are actively involved in financial modelling.

The disciplines covered by IJTAF include: mathematical finance; financial engineering; applications of modern probability theory and stochastic analysis in finance; models for interest rate, equity, foreign exchange, commodity, credit and inflation-linked products; portfolio theory and long-term investment; quantification of risk; ...

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	0.4
2024	0.50

Journal Rank

Year	Value
2024	17238

Journal Citation Indicator

Year	Value
2024	54

SJR (SCImago Journal Rank)

Year	Value
2024	0.282

Quartile

Year	Value
2024	Q2

h-index

Year	Value
2024	40

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Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Economics, Econometrics and Finance, designed to support cutting-edge academic discovery.

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Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS

  Citation: 514

  Authors: THOMAS, MICHELE

• AMERICAN OPTIONS WITH REGIME SWITCHING

  Citation: 403

  Authors: JOHN, ROBERT J.

• CRASHES AS CRITICAL POINTS

  Citation: 398

  Authors: ANDERS, OLIVIER, DIDIER

• RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS

  Citation: 318

  Authors: LAURENT, PIERRE, MARC, JEAN-PHILIPPE

• DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION

  Citation: 243

  Authors: ALEXEI, STANISLAV, MICHAEL

• OPTION PRICING FOR TRUNCATED LÉVY PROCESSES

  Citation: 235

  Authors: SVETLANA I., SERGEI Z.

• Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility

  Citation: 177

  Authors: Emanuel, Iraj

• THE EFFECT OF JUMPS AND DISCRETE SAMPLING ON VOLATILITY AND VARIANCE SWAPS

  Citation: 158

  Authors: MARK, ASHISH

• MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE

  Citation: 147

  Authors: DILIP B., ALEXANDER

• OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK

  Citation: 146

  Authors: JIM, ALEXANDER

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