Quantitative Finance

The journal Quantitative Finance, which Professor M A H Dempster founded with J Doyne Farmer, co-edited with J P Bouchaud and currently co-edits with Jim Gatheral, was successfully launched in 2001 to considerable initial acclaim from New York, London and other global financial capitals. Dr Peter Carr, a well-known "quant", says that Quantitative Finance is "the first academic journal that has ... attracted the eye ... of Wall Street." Dr Emmanuel Derman, former Managing Director, Goldman Sachs, and Professor of Finance at Columbia University, said "I am a subscriber ... and enjoy the journal. It is of a very high quality and interest." Beginning as a bimonthly, it increased its issue size in 2007, went to eight issues in 2008, to ten issues in 2010, and became a monthly in 2011 in order to reduce the backlog of high quality accepted articles. Over the years its impact factors have moved it to the A list of journals in economics, finance and mathematical sciences. It is currently the top mathematical finance journal in the Google rankings.