My journey through finance and stochastics

Marek Musiela ()

Finance and Stochastics, 2022, vol. 26, issue 1, No 3, 33-58

Abstract: Abstract This year, Finance and Stochastics celebrates its 25th anniversary. The journal provides a platform for the community of researchers on which they can publish their ideas and results. Publication is an outcome of research which may be conducted for a number of years before it reaches the required maturity. I find this research process to be very important. Unfortunately, it is almost impossible to decode it from reading the research publications. This special issue of Finance and Stochastics gives me an opportunity to focus on it. I am grateful I can present my personal memory of this process. Understanding why questions are asked and how the answers are found is critical.

Keywords: Financial markets; Valuation and risk management of financial assets; Quantitative finance; Stochastic calculus; Mathematical models; Interaction between academia and industry; Research and education; 91-03; 01A99; 91G99 (search for similar items in EconPapers)
JEL-codes: B23 B26 N01 N20 (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s00780-021-00453-8

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