Review of Derivatives Research
| 短名 | Rev. Deriv. Res. |
| Journal Impact | 0.67 |
| 国际分区 | ECONOMICS(Q3) |
| 期刊索引 | SCI Q4中科院 4 区 |
| ISSN | 1380-6645, 1573-7144 |
| h-index | 28 |
| 国内分区 | 经济学(4区)经济学商业财政与金融(4区)经济学经济学(4区) |
过去二十年衍生资产的激增是前所未有的。随着衍生品的增长，金融机构、机构投资者和企业需要使用复杂的量化技术来充分利用这些新金融工具的范围。学术研究极大地促进了我们对衍生资产和市场的理解。衍生资产市场的增长伴随着科学研究量的相应增长。 THE REVIEW OF DERIVATIVES RESEARCH 为涉及衍生资产一般领域的研究人员提供了一个国际论坛。该评论发表高质量文章，涉及任何基础资产（商品、利率、货币、股票、房地产、交易或非交易等）的衍生资产的定价和对冲。具体主题包括但不限于： 衍生品市场的计量经济学分析（效率、异常、绩效等） 掉期市场的微观结构和波动性问题 监管和税收问题 信用风险 新的应用领域，例如公司金融（资本预算） , 债务创新), 国际贸易 (关税和配额), 银行和保险 (嵌入期权, 资产负债管理) 风险分担问题和设计最优衍生证券风险管理, 管理和控制评估和分析嵌入期权资本项目估值和外来期权对冲 进一步发展的新领域（即自然资源、环境经济学。《评论》采用双盲评审过程。与许多当前期刊在决策和出版过程中的延迟相比，《评论》将在收到手稿后的九周内向作者提供初步决定T 和接受后六个月内发表的目标。最后，该期刊的一部分可用于快速发布市场上的“热点”问题、小型技术文章以及与未决立法和政策相关的及时文章。官方引用为：REV DERIV RES
期刊主页投稿网址| 涉及主题 | 业务经济财务数学计量经济学金融经济学计算机科学波动性（金融）统计物理货币经济学期权估价宏观经济学精算学量子力学会计 |
| 出版信息 | 出版商: Springer New York，出版周期: 3 issues per year，期刊类型: journal |
| 基本数据 | 创刊年份: 2002，原创研究文献占比: 100.00%，自引率:0.00%， Gold OA占比: 44.00% |
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