The proliferation of derivative assets during the past two decades is unprecedented. With this growth in derivatives comes the need for financial institutions, institutional investors, and corporations to use sophisticated quantitative techniques to take full advantage of the spectrum of these new financial instruments. Academic research has significantly contributed to our understanding of derivative assets and markets. The growth of derivative asset markets has been accompanied by a commensurate growth in the volume of scientific research. The Review of Derivatives Research provides an international forum for researchers involved in the general areas of derivative assets. We publish high-quality articles dealing with the pricing and hedging of derivative assets on any underlying asset (commodity, interest rate, currency, equity, real estate, traded or non-traded, etc.).

Journal information

Co-Editors
  • Gurdip Bakshi,
  • Wim Schoutens
Publishing model
Hybrid (Transformative Journal). How to publish with us, including Open Access

Journal metrics

0.786 (2021)
Impact factor
0.814 (2021)
Five year impact factor
92 days
Submission to first decision (Median)
21,325 (2021)
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This journal has 14 open access articles

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  • Open Access research

    After their papers are accepted to the Review, authors can choose to facilitate Open Access to their research via Open Choice. Click to read our OA papers in full

  • On weather-based derivatives

    Rainfall, temperature, humidity, snowfall, & wind underlie "weather-based derivatives," now actively traded in only one venue (the Chicago Mercantile Exchange). New research draws data from the rain in Spain. Click the heading to preview/download!

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About this journal

Electronic ISSN
1573-7144
Print ISSN
1380-6645
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