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I am looking for the following papers on the Futures/FRA convexity adjustment:
1) P. Doust, "Convexity adjustment of futures prices into FRA rates"
BZW, Debt Capital Markets. Internal document.
2) P. Doust, "Relative pricing techniques in the swaps and options markets"
Journal of Financial Engineering, March 95
The electronic versions (file/link/email) preferred, but paper/fax is OK too.
I googled with no luck...
thank you in advance
ciao -- Nando
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