mathematical-finance
GitHub用于评估论文是否适合投稿至《Mathematical Finance》期刊。提供范围匹配、数学严谨性审查、重构建议及拒稿风险预警,确保理论贡献与金融动机的结合。
触发场景
安装
npx skills add brycewang-stanford/Awesome-Journal-Skills --skill mathematical-finance -g -y
SKILL.md
Frontmatter
{
"name": "mathematical-finance",
"description": "Use when targeting Mathematical Finance or deciding whether a quantitative \/ mathematical-finance manuscript fits this venue. Encodes the journal's fit, framing, method-and-evidence bar, house style, official-submission re-check, and desk-reject heuristics."
}
Mathematical Finance (mathematical-finance)
Journal positioning
Mathematical Finance is a leading journal at the interface of mathematics and finance, publishing rigorous theory: stochastic processes, derivatives pricing, optimal control and portfolio choice, risk measures, and the probabilistic and analytic foundations of financial models. The contribution is mathematical — new models, theorems, or methods with proofs — addressed to readers comfortable with measure-theoretic probability and stochastic analysis. It is not an empirical finance journal; the standard of acceptance is mathematical rigor and financial relevance, not statistical significance.
This skill is a fit / venue-selection / re-framing tool. It does not replace the journal's current official submission guidelines. Before submitting, re-check the live author instructions on the Mathematical Finance / Wiley site and the editorial submission system.
When to trigger
- The author names Mathematical Finance (or math-finance / quantitative-finance theory venues) as the target.
- A paper proves new results about pricing, hedging, optimal control, or risk under a stochastic model.
- A quantitative paper has a genuine mathematical contribution that an empirical finance journal would not referee properly.
- The author needs Mathematical Finance's desk-reject risks and a credible math-finance / finance-theory alternative list.
Scope & topic fit
- Continuous-time finance: arbitrage theory, martingale methods, fundamental theorems of asset pricing, and incomplete markets.
- Derivatives pricing and hedging, stochastic volatility, jump models, and numerical/analytic pricing methods.
- Optimal control, dynamic portfolio choice, utility maximization, and stochastic optimization in finance.
- Risk measures, model uncertainty/robust finance, systemic risk, and the mathematics of market microstructure or high-frequency limits.
Method & evidence bar
- Theorems with complete, correct proofs: assumptions stated precisely, results general or sharp, and the mathematics self-contained.
- A clear financial motivation and interpretation — pure mathematics with no financial payoff is out of scope, as is finance with no genuine mathematical advance.
- Numerical methods must be analyzed (convergence, stability, error bounds), not merely demonstrated.
- Novelty relative to the existing stochastic-analysis and math-finance literature must be explicit.
Structure & house style
- The introduction states the financial problem, the mathematical contribution, and the relation to prior theory, with the main theorem(s) previewed early.
- Notation, assumptions, and definitions are precise; proofs are rigorous and may be deferred to an appendix.
- Mathematical Finance uses an abstract suited to a mathematical audience; results are stated as numbered theorems/propositions with proofs.
- Any empirical or numerical illustration supports the theory rather than carrying the contribution.
Official-submission checklist
- Before giving submission-ready advice, read
../../resources/source-basis.mdand../../resources/official-source-map.md; start from the official source anchors for this journal family, then cite the current journal-specific page you checked. - Search the live site for "Mathematical Finance author guidelines" and follow the current Wiley version.
- Re-check formatting (LaTeX class, theorem environments, reference style), abstract and MSC/JEL classification, and anonymization expectations.
- Re-check any code/data or supplementary-material requirements for numerical results.
- If the live official instructions conflict with this skill, the official instructions win.
Pre-submission self-check
- One sentence stating the mathematical contribution and its financial relevance.
- The contribution is stated as a new theorem / model / method with proofs, not as an empirical finding.
- Assumptions are precise and the results are positioned against the prior math-finance literature.
- Proofs are complete and correct; numerical methods are analyzed, not just shown.
- Formatting, classification codes, and any supplementary material match the current official guide.
Common desk-reject triggers
- An empirical finance paper with no mathematical contribution.
- Pure mathematics with no financial motivation or interpretation.
- Incomplete or incorrect proofs, or vague assumptions.
- A numerical-methods paper with no convergence/error analysis, or results already standard in the literature.
Re-routing decision
- Theory with empirical asset-pricing payoff for a general finance audience →
journal-of-financial-economics,review-of-financial-studies,journal-of-finance. - Econometrics of finance, volatility, and predictability (empirical) →
journal-of-empirical-finance. - Quantitatively careful empirical finance →
journal-of-financial-and-quantitative-analysis; microstructure empirics →journal-of-financial-markets. - Pure probability/stochastic-analysis with no finance core → a probability or applied-mathematics journal (outside this finance bundle).
Output format
[Fit] High / Medium / Low (one-line reason)
[Target] Mathematical Finance
[Topic tags] <2–3 closest topics>
[Method/evidence] <is there a rigorous, financially relevant mathematical contribution with proofs?>
[Top risk] <the single most likely reason for rejection>
[Official items to re-check] <submission system / LaTeX / classification / supplementary material>
[Re-route suggestion] <if not a fit, a better-matched venue>
版本历史
- 1839142 当前 2026-07-05 13:10


