Hi David,
I was trying to solve this question posted by you on blog sometime back.
Q Eurodollar futures convexity adjustment – Practice question (Par 4 difficulty).The four (4) year Eurodollar futures price quote = 95 (pretty near to actual).Volatility of the change in short-term interest rate = 2%
I am not able to understand the mechanics of the solution. Please can you advice me on which screen cast should I be looking at, in order to understand the related concepts?
Thnks
OM
I was trying to solve this question posted by you on blog sometime back.
Q Eurodollar futures convexity adjustment – Practice question (Par 4 difficulty).The four (4) year Eurodollar futures price quote = 95 (pretty near to actual).Volatility of the change in short-term interest rate = 2%
I am not able to understand the mechanics of the solution. Please can you advice me on which screen cast should I be looking at, in order to understand the related concepts?
Thnks
OM