Mathematical Finance《数理金融》（季刊）. Mathematical Finance aims to serve as a forum for mathematical scientists, financial practitioners and financial economists. Papers should be written in a style accessible to this broad readership. Authors of theoretical papers should describe the motivation and description of the main results and their relevance to finance. Authors of papers focused on applications should present their work in a style accessible to readers who may have less acquaintance with the specific application addressed. Submissions should be presented in a mathematically rigorous style and will be evaluated according to their methodological novelty and their contribution to financial modelling. The suitability of a submission will hinge on the novelty of its approach and the resulting financial insights, rather than its level of mathematical sophistication. Innovative contributions addressing fundamental research questions are highly encouraged. Doctoral students are encouraged to submit contributions to the journal.

The Journal of Credit Risk《信用风险杂志》（季刊）. The Journal of Credit Risk focuses on the measurement and management of credit risk, the valuation and hedging of credit products, and aims to promote a greater understanding in the area of credit risk theory and practice.The Journal of Credit Risk considers submissions in the form of research papers and technical papers, on topics including, but not limited to:Modelling and management of portfolio credit risk；Recent advances in parameterizing credit risk models: default probability estimation, copulas and credit risk correlation, recoveries and loss given default, collateral valuation, loss distributions and extreme events；Pricing and hedging of credit derivatives；Structured credit products and securitizations e.g. collateralized debt obligations, synthetic securitizations, credit baskets, etc.Measuring managing and hedging counterparty credit risk；Credit risk transfer techniques；Liquidity risk and extreme credit events；Regulatory issues, such as Basel II, internal ratings systems, credit-scoring techniques and credit risk capital adequacy.