P pmond New member Joined May 19, 2013 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 Nov 29, 2014 Messages 0 Reaction score 0 May 30, 2015 #2 The hedge ratio assumes constant volatility of both the underlying position and the futures contract