Academic Journals

Quantitative Finance

edited by Michael Dempster and J. Doyne Farmer

Journal of Risk

edited by Philippe Jorion

Journal of Computational Finance

edited by Domingo Tavella

E-Zines

Applied Derivatives Trading

is a (monthly) free online journal "about all aspects of trading futures, options and other off balance sheet products".

Euromoney

Older issues are free, registration is necessary.