"Eurodallar do not allow arbitrage like T-Bill, because no riskless arbitrage relation exists for the Eurodollar futures contract, because the value of the deposit will not change $25 for every one bps change in expected 90-day LIBOR in 77 days as does the value of the futures contract."
谢谢啦！！！ | 
发表于 2011-4-12 04:29
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