Table of Contents

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
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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