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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

Winter 2011; Volume 19,Issue 2

Article

  • Open Access
    Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives Winter 2011, 19 (2) 1-3; DOI: https://doi.org/10.3905/jod.2011.19.2.001
  • You have access
    Is It Possible to Reconcile the Caplet and Swaption Markets? Evidence from the U.S.-Dollar Market
    Riccardo Rebonato and Andrey Pogudin
    The Journal of Derivatives Winter 2011, 19 (2) 8-31; DOI: https://doi.org/10.3905/jod.2011.19.2.008
  • You have access
    Pricing Commodity Swaptions in Multifactor Models
    Karl Larsson
    The Journal of Derivatives Winter 2011, 19 (2) 32-44; DOI: https://doi.org/10.3905/jod.2011.19.2.032
  • You have access
    Meteorological Forecasts and the Pricing of Temperature Futures
    Matthias Ritter, Oliver Musshoff and Martin Odening
    The Journal of Derivatives Winter 2011, 19 (2) 45-60; DOI: https://doi.org/10.3905/jod.2011.19.2.045
  • You have access
    The Anatomy of Principal-Protected Absolute
    Return Barrier Notes
    Geng Deng, Ilan Guedj, Joshua Mallett and Craig McCann
    The Journal of Derivatives Winter 2011, 19 (2) 61-70; DOI: https://doi.org/10.3905/jod.2011.19.2.061
  • You have access
    The Wa’d-Based Total Return Swap:
    Sharia Compliant or Not?
    Chady C. Atallah and Wafica A. Ghoul
    The Journal of Derivatives Winter 2011, 19 (2) 71-89; DOI: https://doi.org/10.3905/jod.2011.19.2.071
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The Journal of Derivatives: 19 (2)
The Journal of Derivatives
Vol. 19, Issue 2
Winter 2011
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