Review of Derivatives Research
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 marketsmarket microstructure and volatility issuesregulatory and taxation issuescredit risknew 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 securitiesrisk management, management and controlvaluation and analysis of the options embedded in capital projectsvaluation and hedging of exotic optionsnew areas for further development (i.e. natural resources, environmental economics. The Review has a double-blind refereeing proces, s. 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
17 Volumes 48 Issues 179 Articles available from 1996 - 2014Browse Volumes & Issues
Akira Yamazaki (April 2014)
To view the rest of this content please follow the download PDF link above.