Derivative Securities

Derivative Securities is a financial instrument whose value is derived from the performance of underlying assets, indices, or rates, distinguishing it from primary securities by its contingent and leveraged claims.

121

Publications

11.1K

Citations

199

Authors

119

Institutions

Publications per year

2017–2026

14

Authors

199

  1. PC
    Peter Carr

    New York University, United States

    7 publications · 736 citations

    7

    h-index

  2. DB
    Dilip B. Madan

    University of Maryland, College Park, United States

    6 publications · 1.5K citations

    6

    h-index

  3. WR
    Wayne R. Guay

    University of Pennsylvania, United States

    4 publications · 1.2K citations

    4

    h-index

  4. GS
    Gregory S. Hayt

    National Bureau of Economic Research, United States

    3 publications · 591 citations

    3

    h-index

  5. RR
    Roberta Romano

    Yale University, United States

    2 publications · 76 citations

    2

    h-index

1–5 of 199

Venues

  1. SSRN Electronic Journal

    Repository · 20 publications · 755 citations

    15

    h-index

  2. RePEc: Research Papers in Economics

    Repository · 6 publications · 255 citations

    6

    h-index

  3. The Journal of Finance

    6 publications · 3.1K citations

    6

    h-index

  4. Quantitative Finance

    4 publications · 495 citations

    4

    h-index

  5. Journal of Banking & Finance

    3 publications · 235 citations

    3

    h-index

1–5