Journal of Derivatives
Published by Portfolio Management Research
ISSN : 1074-1240
Abbreviation : J. Deriv.
Aims & 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.
JOD provides full treatment of mathematical and statistical information on derivative products and techniques, with a focus on results-oriented analysis.
View Aims & ScopeMetrics & Ranking
Impact Factor
| Year | Value |
|---|---|
| 2025 | 0.5 |
SJR (SCImago Journal Rank)
| Year | Value |
|---|---|
| 2024 | 0.316 |
Quartile
| Year | Value |
|---|---|
| 2024 | Q3 |
h-index
| Year | Value |
|---|---|
| 2024 | 51 |
Journal Rank
| Year | Value |
|---|---|
| 2024 | 16141 |
Journal Citation Indicator
| Year | Value |
|---|---|
| 2024 | 63 |
Impact Factor Trend
Abstracting & Indexing
Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.
Subjects & Keywords
Journal’s research areas, covering key disciplines and specialized sub-topics in Economics, Econometrics and Finance, designed to support cutting-edge academic discovery.
Most Cited Articles
The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.
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Valuation of a CDO and an <i>n</i> -th to Default CDS Without Monte Carlo Simulation
Citation: 362
Authors: John C, Alan D
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Numerical Procedures for Implementing Term Structure Models I: Single-Factor Models
Citation: 267
Authors: John C, Alan D
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Numerical Procedures for Implementing Term Structure Models II
Citation: 220
Authors: John C, Alan D