Journal Information
Editor: Joseph M. Pimbley
ISSN: 1074-1240
E-ISSN: 2168-8524
Frequency: Quarterly
Impact Factor (2019): 0.349; (2014 - 2019): 0.559 (Journal Citation Reports® Clarivate Analytics 2021)
Coverage: Content available from Vol 1 Issue 1 (1993)
AUDIENCE
Financial engineers, structured products professionals, academics, senior portfolio managers, strategists and derivatives analysts.
ABOUT THE JOURNAL
The Journal of Derivatives (JOD) is the leading analytical journal on derivatives, providing detailed analyses of theoretical models and how they are used in practice. The JOD provides full treatment of mathematical and statistical information on derivative products and techniques, with a focus on results-oriented analysis. Some of the topics appearing frequently in the JOD include: the latest valuation and hedging models for derivative instruments and securities; new tools and models for financial risk management; the application of academic derivatives theory and research to real-world problems; and rigorous analysis of key innovations in the derivatives markets.
MISSION
To connect people in the derivatives markets, encouraging vibrant exchange and informed discussions on the key issues facing derivatives professionals today. The JOD aims to set the standard for derivatives research and publication for the institutional investment community and beyond.
VISION
The Journal of Derivatives seeks to be the leader in bringing insights on innovation in the derivatives to its readership.
HISTORY
With the seminal works on option valuations by Fischer Black, Myron Scholes, and Robert Merton in the early 1970s, academic research in the field grew rapidly in the subsequent 20 years, developing fully from “options pricing” to “derivatives research.” Launched in 1993, The Journal of Derivatives was the third Journal launched by Institutional Investor since The Journal of Portfolio Management in 1974. The goal of JOD was, and still is, to be a platform for both academics and practitioners to come together, in a clear, concise, and approachable format. Prof. Stephen Figlewski was tapped as Founding Editor. Read the inaugural editor's letter here.
INDEXED IN
Australian Business Deans Council, EconLit, Google Scholar, Jouroscope, Scimago Journal & Country Rank, Scopus, Web of Science