Calculate the payoff at expiration for a call holder on an option on a Eurodollar future, where the underlying IMM index value at experiation using
Calculate the payoff at expiration for a call holder on an option on a Eurodollar future, where the underlying IMM index value at experiation using the IMM quotation on a 90-day dollar denominated time deposit on a $1,000,000 notional principle is 98.80 and the "exercise price" (also as an IMM index value) is 98.70
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Authors: George H. Pink
6th Edition
1567939651, 978-1567939651
