Concepedia

Derivative Analytics

Derivative Analytics is a specialized branch of financial analytics that focuses on the quantitative modeling and risk assessment of derivative securities, distinguished by its emphasis on pricing, hedging, and the analysis of financial instruments whose values are derived from underlying assets.

15

Publications

1.4K

Citations

35

Authors

22

Institutions

Publications per year

2017–2026

3

Variants

Derivatives Analytics

Parents

Children

Publications

15

Data Derivatives

Louise Amoore · Theory Culture & Society · 2011 · 366 citations · Full text

, , +17

Monte Carlo evaluation of derivative-based global sensitivity measures

Sergei Kucherenko, María Rodriguez-Fernández, C.C. Pantelides et al. · Reliability Engineering & System Safety · 2008 · 288 citations

, , +13

Introduction to Automatic Differentiation

Andreas Griewank, Andrea Walther · PAMM · 2003 · 162 citations · Full text

, , +7

Derivative-based global sensitivity measures: General links with Sobol’ indices and numerical tests

Matieyendou Lamboni, Bertrand Iooss, Anne-Laure Popelin et al. · Mathematics and Computers in Simulation · 2013 · 127 citations · Full text

, , +11

Computing derivative-based global sensitivity measures using polynomial chaos expansions

Bruno Sudret · Reliability Engineering & System Safety · 2014 · 112 citations · Full text

, , +13

1–5 of 15

Authors

35

  1. SK
    Sergei Kucherenko

    Imperial College London, United Kingdom

    2 publications · 352 citations

    2

    h-index

  2. MR
    María Rodriguez-Fernández

    Pontificia Universidad Católica de Chile, Chile

    1 publications · 288 citations

    1

    h-index

  3. NS
    Nilay Shah

    Imperial College London, United Kingdom

    1 publications · 288 citations

    1

    h-index

  4. AG
    Anne Gelb

    Arizona State University, United States

    1 publications · 39 citations

    1

    h-index

  5. MS
    Mu‐Chun Su

    National Central University, Taiwan

    1 publications · 28 citations

    1

    h-index

1–5 of 35

Institutions

22

  1. Imperial College London

    London, United Kingdom

    2 h-index

    4 publications

    928 citations

  2. Arizona State University

    Tempe, United States

    1 h-index

    1 publications

    39 citations

  3. Université Paris Cité

    Paris, France

    1 h-index

    1 publications

    127 citations

  4. Board of the Swiss Federal Institutes of Technology

    Zurich, Switzerland

    1 h-index

    1 publications

    112 citations

  5. Iowa State University

    Ames, United States

    1 h-index

    1 publications

    66 citations

  6. University of Illinois Chicago

    Chicago, United States

    1 h-index

    1 publications

    42 citations

  7. Instituto de Investigacións Mariñas

    Vigo, Spain

    1 h-index

    1 publications

    288 citations

  8. Keldysh Institute of Applied Mathematics

    Moscow, Russia

    1 h-index

    1 publications

    64 citations

1–8 of 22

Venues

  1. Reliability Engineering & System Safety

    2 publications · 400 citations

    2

    h-index

  2. RePEc: Research Papers in Economics

    Repository · 1 publications · 23 citations

    1

    h-index

  3. Mathematics and Computers in Simulation

    1 publications · 127 citations

    1

    h-index

  4. Procedia - Social and Behavioral Sciences

    1 publications · 64 citations

    1

    h-index

  5. Expert Systems with Applications

    1 publications · 28 citations

    1

    h-index

1–5