The Journal of Derivatives: 19 (2)

The Journal of Derivatives

Winter 2011; Volume 19,Issue 2

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
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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
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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
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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
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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
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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