Overview
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.).
- Co-Editors
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- Gurdip Bakshi,
- Wim Schoutens
- Impact factor
- 0.8 (2022)
- 5 year impact factor
- 0.6 (2022)
- Submission to first decision (median)
- 28 days
- Downloads
- 40,009 (2023)
Latest articles
Journal updates
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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.
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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!
Journal information
- Electronic ISSN
- 1573-7144
- Print ISSN
- 1380-6645
- Abstracted and indexed in
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- ABS Academic Journal Quality Guide
- ANVUR
- Australian Business Deans Council (ABDC) Journal Quality List
- BFI List
- Baidu
- CLOCKSS
- CNKI
- CNPIEC
- Current Contents/Social & Behavioral Sciences
- Dimensions
- EBSCO
- ECONIS
- EconLit
- FNEGE
- Google Scholar
- Naver
- OCLC WorldCat Discovery Service
- Portico
- ProQuest
- Research Papers in Economics (RePEc)
- SCImago
- SCOPUS
- Social Science Citation Index
- TD Net Discovery Service
- UGC-CARE List (India)
- Wanfang
- zbMATH
- Copyright information
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© Springer Science+Business Media, LLC, part of Springer Nature