P pmond New member Joined Jun 18, 2026 Messages 0 Reaction score 0 May 30, 2015 #1 “describe the difficulties in pricing Eurodollar futures and creating a pure arbitrage opportunity”
S shootforthestars1 New member Joined Jun 18, 2026 Messages 0 Reaction score 0 May 30, 2015 #2 The hedge ratio assumes constant volatility of both the underlying position and the futures contract