ISSN: 1074-1240
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Journal of Derivatives Q3 Unclaimed
Journal of Derivatives is a journal indexed in SJR in Economics and Econometrics and Finance with an H index of 50. It has an SJR impact factor of 0,249 and it has a best quartile of Q3. It has an SJR impact factor of 0,249.
Type: Journal
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Open Access Policy:
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Publication frecuency: -


- €
Inmediate OANPD
Embargoed OA- €
Non OAMetrics
0,249
SJR Impact factor50
H Index22
Total Docs (Last Year)101
Total Docs (3 years)525
Total Refs61
Total Cites (3 years)89
Citable Docs (3 years)0.44
Cites/Doc (2 years)23.86
Ref/DocOther journals with similar parameters
German Economic Review Q3
Cogent Economics and Finance Q3
Journal of Financial Counseling and Planning Q3
NETNOMICS: Economic Research and Electronic Networking Q3
Journal of Revenue and Pricing Management Q3
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Aims and Scope
Best articles by citations
Internal Valuation of Assets with Liquidity Risk
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View moreA Critique of Factor Analysis of Interest Rates
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View moreBankruptcy Probabilities Inferred from Option Prices
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View moreIs Implied Correlation Worth Calculating?
View moreMispricing and Arbitrage in CDS Auctions
View morePricing TARNs Using a Finite Difference Method
View moreSecuritization of Senior Life Settlements
View moreA Fast Monte Carlo Algorithm for Estimating Value at Risk and Expected Shortfall
View moreUsing Order Statistics to Estimate Confidence Intervals for Quantile-Based Risk Measures
View moreA GARCH Parameterization of the Volatility Surface
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View morePrice Discovery in the Foreign Currency Futures and Spot Market
View morePractical Valuation of Options on Durable Goods
View moreAn Efficient Lattice Algorithm for the LIBOR Market Model
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View moreImpact of Net Buying Pressure on Changes in Implied Volatility:
View moreForecasting Volatilities and Correlations with EGARCH Models
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