Review of Derivatives Research

The proliferation of derivative assets during the past two decades is unprecedented. With this growth in derivatives comes the need for financial institutions, institutional investors, and corporations to use sophisticated quantitative techniques to take full advantage of the spectrum of these new financial instruments. Academic research has significantly contributed to our understanding of derivative assets and markets. The growth of derivative asset markets has been accompanied by a commensurate growth in the volume of scientific research.

过去20年衍生资产的激增是史无前例的。随着衍生产品的增长，金融机构、机构投资者和公司需要使用复杂的定量技术来充分利用这些新金融工具的范围。学术研究对我们对衍生资产和市场的理解作出了重大贡献。衍生资产市场的增长伴随着科学研究量的相应增长。