Guest Post: The Shape of the Eurodollar Curve Post The Great Moderation
by Thomas Triedman
This is a very exciting post for me as it will be my first guest post on Cheap Convexity. Today’s post was written by my extremely talented intern, Thomas Triedman. Thomas has been interning for JST Advisors this summer and is a sophomore at Yale University studying math & economics. I hope you guys enjoy and if you would like to be in touch with Thomas…