期刊名称：REVIEW OF DERIVATIVES RESEARCH
 期刊简介(About the journal)
投稿须知(Instructions to Authors)
编辑部信息(Editorial Board)
About the journal
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 rapid growth of derivatives research combined with the current absence of a rigorous research journal catering to the area of derivatives, and the long lead-times in the existing academic journals, underlines the need for Review of Derivatives Research, which provides an international forum for researchers involved in the general areas of derivative assets. The Review publishes 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.). Specific topics include but are not limited to:
econometric analyses of derivative markets (efficiency, anomalies, performance, etc.)
analysis of swap markets
market microstructure and volatility issues
regulatory and taxation issues
credit risk
new areas of applications such as corporate finance (capital budgeting, debt innovations), international trade (tariffs and quotas), banking and insurance (embedded options, asset-liability management)
risk-sharing issues and the design of optimal derivative securities
risk management, management and control
valuation and analysis of the options embedded in capital projects
valuation and hedging of exotic options
new areas for further development (i.e. natural resources, environmental economics.
The Review has a double-blind refereeing process. In contrast to the delays in the decision making and publication processes of many current journals, the Review will provide authors with an initial decision within nine weeks of receipt of the manuscript and a goal of publication within six months after acceptance. Finally, a section of the journal is available for rapid publication on `hot' issues in the market, small technical pieces, and timely essays related to pending legislation and policy.
Officially cited as: Rev Deriv Res
Related subjects » Finance & Banking
ABSTRACTED/INDEXED IN
Social Science Citation Index, Journal Citation Reports/Social Sciences Edition, SCOPUS, Zentralblatt Math, EconLit, Google Scholar, EBSCO, CSA, ProQuest, ABS Academic Journal Quality Guide, Academic OneFile, CSA Environmental Sciences, Current Contents / Social & Behavioral Sciences, ECONIS, Gale, OCLC, Research Papers in Economics (RePEc), SCImago, STMA-Z, Summon by Serial Solutions
Instructions to Authors
Submission policy
Authors should be aware that there is a $150.00 submission fee. Along with your submission please include a check or payment by major credit card in the amount of US $150.00 made payable to the journal.
Instructions to Authors
Manuscript-spring.pdf
Editorial Board
Editors:
Gurdip Bakshi
University of Maryland, USA
Dilip Madan
University of Maryland, USA
Advisory Editors:
Robert Merton, Harvard University
Stephen Ross, Yale University
Myron Scholes, Stanford University
Founding Editors:
Menachem Brenner, New York University
Marti Subrahmanyam, New York University
Associate Editors:
Charles Cao, Pennsylvania State University, USA; Ales Cerny, City University of London, UK; Sanjiv Das, Santa Clara University, USA; Greg Duffee, University of California, Berkeley, USA; Rob Goldstein, University of Minnesota, USA; Vicky Henderson, Imperial College, UK; Steve Heston, University of Maryland, USA; Chris Jones, University of Southern California, USA; Jean-Paul Laurent, Institute of Financial Science and Insurances, France; Jun Liu, University of California, San Diego, USA; Mark Loewenstein, University of Maryland, USA; Nengjiu Ju, Hong Kong University of Science and Technology; Pedro-Santa Clara, University of California, Los Angeles, USA; Wim Schoutens, Katholieke Universiteit Leuven, Belgium; Tan Wang, University of British Columbia; Liuren Wu, Baruch College, USA; Fan Yu, Michigan State University, USA
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