research articles on derivatives

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.” The Journal of Derivatives seeks to be the leader in bringing insights on innovation in the derivatives to its readership. Libor, a benchmark for everything from adjustable mortgages to private student loans, is set to disappear by 2021.

The move to close a derivatives exchange and a clearing house is a setback for CME’s efforts to expand its global footprint.

Click the heading to preview/download! J. Pharm. By continuing you agree to the use of cookies. The, A model-free approach to multivariate option pricing, The impact of the leverage effect on the implied volatility smile: evidence for the German option market, Uncertain strike lookback options pricing with floating interest rate, Diversification with options and structured products, Bermudan option in Singapore Savings Bonds, Immediate online access with complete access to all articles, Receive printed journal issues for the subscription year, Immediate eJournal access with complete access to all articles, Australian Business Deans Council (ABDC) Journal Quality List, Current Contents / Social & Behavioral Sciences, Institute of Scientific and Technical Information of China, Journal Citation Reports/Social Sciences Edition, ProQuest Accounting, Tax & Banking Collection. The final number of relevant research articles was 48. This paper provides a review of research on financial derivatives, with an emphasis on and comprehensive coverage of research published in 15 top accounting journals from 1996 to 2017. Overall, our review suggests that, perhaps due to their inherent complexity and data limitations, derivatives are relatively understudied in accounting, and we highlight several areas where future research is needed.

Published by Elsevier Ltd. All rights reserved. Please do let us know if you need additional time. © 2019 University of Florida, Fisher School of Accounting. Regulators are worried that banks aren’t taking the change seriously enough.


Finally, we discuss the importance of industry affiliation on firms’ derivative use and the role that industry affiliation plays in derivatives research. A futures bet gone spectacularly wrong provoked a daylong crisis at one of the clearinghouses that are supposed to be global safeguards. Deutsche has cultivated bankers with expertise in cutting-edge financial instruments, but that could be a liability in today’s market. RESEARCH includes research articles that focus on the analysis and resolution of managerial and academic issues based on analytical and empirical or case research Executive Summary The Impact of Derivative Trading on the Liquidity of Stocks M S Narasimhan and Shalu Kalra KEY WORDS Derivative Trading Illiquidity Volatility Price-Impact Measure SEBI

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