verified SJR 0,316 · Q3 • database Scopus / SJR & Web of Science indexed

United States · Portfolio Management Researc...

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Journal of Derivatives

Journal of Derivatives is a journal indexed in SJR in Economics and Econometrics and Finance with an H index of 51. It has an SJR impact factor of 0,316 and it has a best quartile of Q3. It has an SJR impact factor of 0,316.

ISSN: 1074-1240

Publisher: Portfolio Management Research

Category: Economics and Econometrics

Indexation: verifiedScopus / SJR verifiedWeb of Science

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schedule CountryOfPapers database fields

SJR Impact Factor trending_up

0,316 Q3

H-index 51

Acceptance rate pie_chart

31%

Source Acceptance_Rate

Time to publication hourglass_top

NPD

Field NPD

Publication cost (APC) payments

NPD Subscription

Non-OA path NPD

Metrics

Scimago and CountryOfPapers database fields

Scopus / SJR Web of Science

SJR Impact

0,316

H-index

Docs (year)

Docs 3y

Total refs

830

Cites 3y

Citable 3y

Cites/Doc 2y

0.66

Ref/Doc

28.62

Immediate OA

—

Embargoed OA

NPD

Non OA / Submission

—

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Best articles by citations

A Unified Willow Tree Framework for One-Factor Short-Rate Models

What We Can Learn from Pricing 139,879 Individual Stock Options

Calculating Prices and Sensitivities for Path-Independent Derivatives Securities in Multifactor Models

BOOK REVIEW:

Book Review

Bankruptcy Probabilities Inferred from Option Prices

Analytically Deriving Risk-Neutral Densities from Volatility Smiles in Delta

Analytical VaR and Expected Shortfall for Quadratic Portfolios

Analytical Pricing of European Bond Options within One-Factor Quadratic Term Structure Models

An Interest Rate Tree Driven by a Levy Process

An Efficient Lattice Algorithm for the LIBOR Market Model

Accelerating the Calibration of Stochastic Volatility Models

SHOW MORE ARTICLES

Accelerating the Calibration of Stochastic Volatility Models

A Critique of Factor Analysis of Interest Rates

A Survey on the Usage of Derivatives and Their Effecton Cost of Equity Capital

A Survey on the Usage of Derivatives and Their Effect on Cost of Equity Capital

A Stochastic-Volatility Model for Pricing Power Variants of Exchange Options

A Simplified Approach to Approximate Diffusion Processes Widely Used in Finance

A Simple Model of Correlated Defaults with Application to Repo Portfolios

A Simple Approach to Pricing American Options Under the Heston Stochastic Volatility Model

A Multi-Parameter Extension of Figlewski's Option-Pricing Formula

A Guide to Volatility and Variance Swaps

A GARCH Parameterization of the Volatility Surface

FAQs

Journal of Derivatives has an SJR of 0,316 (best quartile Q3) in the CountryOfPapers database.

Immediate OA APC is not available (NPD).

The acceptance rate recorded for Journal of Derivatives is 31%.

Journal of Derivatives

Metrics

Name good journals. Call out predatory ones.

Researcher reviews

Best articles by citations

FAQs

What is the SJR of Journal of Derivatives?

What is the APC / publication cost?

What is the acceptance rate?