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Eurodollar and its convexity
Thank you so much, David.- Josun
- Post #3
- Forum: P1.T3. Financial Markets & Products (30%)
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J
Eurodollar and its convexity
Hi, This is the practice: I don’t understand why it says “both position have positive convexities”. It confused me so much that why EDF has the positive convexity? Isn’t it a linear product? Thanks- Josun
- Thread
- eurodollar-futures-contract
- Replies: 3
- Forum: P1.T3. Financial Markets & Products (30%)