<t>the underlying contract of the short-term option is the same as one of long-term. The only one thing different is the underlying contract of the short term is delivered within 90 days, the other is delivered within 180~360 days.Let me explain it in more detail.Suppose today would be January 2. Th...

<t>Thanks for everyone's kindness~~ You're so sweet that I'm deeply moved.I got some prices of Eurodollar futures option from Datastream.But I found the price of DITM Eurodollar futures option of short term are higher than those of long term.Except for DITM Eurodollar futures option, prices of any m...

hi, what I said is American option, besides, it is deep in the money option. Why deep-in-the-money option of short-term is more valueable than those of long term?

I found some sample looked very strangly. The prices of long-term options are lower than ones of short-term options.It looked a littile strangly, didn't it?Please tell me in what siauation will happen what I said above. How could I check this problem!

<t>Dear all, I saw the paper wrote,'if you take sample as the contracts inactivated with usual ones, then you'll got the problem of nonsynchroneity of price. In order to avoid this situation, you need to delete these sample.'My question is what is "nonsynchroneity"?I don't understand, please tell me...

Dear all Do you know if the data in Datastream is intradata? or daily data?

<t>Very appreciate your reply! May I just ask you a question?I got historical data from datastream. I saw many kinds of tick sizes for Eurodollar Futures Option.For example, I make a list like below.4.965 0.002 0.005 0.017 0.052..Why does it have so many kinds of tick sizes?I am afraid of making a b...

<t>Dear all, I saw the price of Eurodollar Futures Option is around 5 dollars or below from CME website. I feel a little stranged.I am afraid of making a big mistake. Please tell me, on general, how much does one Eurodollar Futures Option cost?If today I get one Eurodollar Futures Option (call)that ...

Dear all Did anyone has the experience of "out of memory" when you using Matlab? How did you solve the problem except RAM expension and deletion of unnessary variables? Please share your experience with me. I will very appreciate your help.Cindy

Dear all, Does anyone has the experience of Matlab program? Do you know how to use the instruction "optimset" ?If possible, please take one example for me. Very appreciate!!

<t>Dear all, Did anyone has any experience of datastream? I got the problem. I am searching for Eurodollar Futures Option data from 1998 to the present. I know how to construct the code in Excel interface. It is combination of ¡§Eurodollar Futures + Expiry Date + Exercise Price + C or P¡¨. The code ...

<t>I want to find end of day data of option in 2002 for free. I also remember CME web site provide this service. Everyone can search end of day information of all kinds of option during latest 2 years.But I just take a look at CME web site, it seems to cancel this service.If everybody knows where ca...

I am looking for Eurodollar Bond price, not an index. If possible, free will be the best. If not, fee-charged database will be ok. Do you know where can I find it?

Where may I download the historical data of Eurodollar Bond prices for free?

What bond is based on LIBOR?