DEPARTMENT STATEMENT:

The Department of Financial Engineering seeks to publish research that contributes to a significant enhancement of the capabilities of practicing financial engineers. The review process will focus on the potential for the research to have a positive impact on practice by analyzing new problems, proposing new approaches, or delivering notably improved methods for solving important problems. Submissions should contain sufficient theoretical analysis to demonstrate the correctness of the proposed methods and sufficient evidence to demonstrate their value. However, emphasis will be on the potential of the research to advance the field, rather than on the technical merits of the analysis.

The Department welcomes submissions in any area of financial engineering, including real options, the intersection of finance and operations, modeling of financial markets, risk management, and derivative securities. Submissions should communicate clearly, to a non-specialist audience, the importance of the problem under study and the utility of the proposed methods. One goal of the Department is to transmit rapidly innovative ideas that may be thought-provoking to researchers who do not specialize in the particular area in which the ideas were originally applied. The Department welcomes survey articles that fill an unmet need, especially if they help to establish a research agenda.

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