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

Editors-in-Chief
  • Gurdip Bakshi,
  • Dilip B. Madan
Publishing model
Hybrid. Learn about publishing OA with us

Journal metrics

0.318 (2019)
Impact factor
0.648 (2019)
Five year impact factor
128 days
Submission to first decision
385 days
Submission to acceptance
11,058 (2019)
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  • COVID-19 and impact on peer review

    As a result of the significant disruption that is being caused by the COVID-19 pandemic, we are aware that many researchers will have difficulty in meeting the timelines associated with our peer review process during normal times. Please do let us know if you need additional time. Our systems will continue to remind you of the original timelines, but we intend to be highly flexible at this time.

  • 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!

    New Content Item (1)
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About this journal

Electronic ISSN
1573-7144
Print ISSN
1380-6645
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