Periodical (Journal)

ISSN  :   1074-1240 ( Print )   |   2168-8524 ( Online )   Active

Journal Journal of Derivatives

Aim & Scope

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. [1]

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Implied Willow Tree

No authors listed.

Journal of Derivatives , 2024 , p jod.2024.1.200.


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Inferring the Implied Volatility of SOFR-Based Swaptions

M Yueh , C Wu

Journal of Derivatives , 2024 , p jod.2024.1.201.


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LIBOR Reform: Option Pricing for Compounded Rates

A Blöchlinger

Journal of Derivatives , 2024 , p jod.2024.1.205.


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