Review of Derivatives Research

期刊简介：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. 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

【译文】过去二十年中衍生资产的激增是前所未有的。随着衍生品的发展，金融机构、机构投资者和公司需要使用复杂的量化技术充分利用这些新型金融工具的全谱。学术研究对我们理解衍生资产和市场的认识做出了重大贡献。衍生资产市场的增长伴随着科学研究的相应增长。衍生品研究评论为涉及衍生资产一般领域的学者提供了一个国际论坛。该评论发表处理任何基础资产（商品、利率、货币、股票、房地产、交易或非交易等）的衍生资产定价和对冲的高质量文章。具体主题包括但不限于：衍生市场计量经济学分析（效率、异常、表现等）、掉期市场分析、市场微观结构和波动性问题、监管和税收问题、信用风险、新应用领域如公司金融（资本预算、债务创新）、国际贸易（关税和配额）、银行和保险（嵌入式期权、资产负债管理）风险分担问题和最佳衍生证券的设计、风险管理、管理和控制、资本项目的期权估值和分析、奇异期权的对冲、新开发领域（即自然资源、环境经济学）。该评论采用双盲评审过程。与许多当前期刊决策和出版过程的延误相比，该评论将在收到稿件后九周内提供初步决定，并在接受后六个月内出版。最后，该期刊有一个部分用于快速发表市场热点问题、小型技术文章和与待议立法和政策相关的及时文章。正式引用为：Rev Deriv Res