• Media type: E-Book
  • Title: Eurodollar Futures Convexity Adjustments in Stochastic Volatility Models
  • Contributor: Piterbarg, Vladimir [Author]; Renedo, Marco [Other]
  • Published: [S.l.]: SSRN, [2004]
  • Extent: 1 Online-Ressource (19 p)
  • Language: Without Specification
  • DOI: 10.2139/ssrn.610223
  • Identifier:
  • Origination:
  • Footnote: Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 4, 2004 erstellt
  • Description: A formula that explicitly incorporates volatility smile, as well as a realistic correlation structure of forward rates, in computing Eurodollar futures convexity adjustments is derived. The effect of volatility smile on convexity adjustments is studied and is found significant
  • Access State: Open Access