Table of Contents

Primary Article

• You have access

  Forecasting Default in the Face of Uncertainty

  Kay Giesecke and Lisa R. Goldberg

  The Journal of Derivatives Fall 2004, 12 (1) 11-25; DOI: https://doi.org/10.3905/jod.2004.434534
• You have access

  Quanto Pricing with Copulas

  Michael N. Bennett and Joanne E. Kennedy

  The Journal of Derivatives Fall 2004, 12 (1) 26-45; DOI: https://doi.org/10.3905/jod.2004.434535
• You have access

  Interest Rate Swaps

  Peter Klein

  The Journal of Derivatives Fall 2004, 12 (1) 46-57; DOI: https://doi.org/10.3905/jod.2004.434536
• You have access

  Futures Expiration, Contract Switching, and Price Discovery

  Arjun Chatrath and Rohan Christie-David

  The Journal of Derivatives Fall 2004, 12 (1) 58-72; DOI: https://doi.org/10.3905/jod.2004.434537
• You have access

  Introduction to Fast Fourier Transform in Finance

  Aleš Černý

  The Journal of Derivatives Fall 2004, 12 (1) 73-88; DOI: https://doi.org/10.3905/jod.2004.434538