有个初级问题有点疑惑。Euro$为何都是越来越大？ - Quant版 - 未名存档

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Quant版 - 有个初级问题有点疑惑。Euro$为何都是越来越大？

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a****g 发帖数: 53	1 假设yield是upwards的。随着时间往前推移，为何Eurodollar future反应出的future rate 总是越来越大？我觉得不一定是单调递增的吧。。。拍吧。我一知半解的。。。
G*****3 发帖数: 71	2 the future rate gets higher because of interest rate expectation. Yield curve is different from commodity curve, as different point of the curve can have completely different volatility.

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● Calculation of Real Yield to Maturity	● futures price is a martingale under risk neutral measure
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● 请教FWD CURVE的MODELING问题	● Help to determine the yield rate
● 问一个问题：有关swaption	● 求帮忙找数据：monthly data on 5-year T-bond yield after 1994
● [合集] 再问一个futue 和forward的问题	● can someone tell me if this statement right or wrong
● [合集] A question about FRA EuroDollar and convexity	● fyi (转载)

相关话题的讨论汇总
话题: curve话题: future话题: different话题: yield话题: rate

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