Forward, Futures, and Convexity Adjustment

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Can anyone recommend a good reference explaining the convexity adjustment from forward price to futures price?

Comments and attachments are welcome.

Thank you.

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关键词：adjustment convexity forward futures adjust recommend reference forward price

See, John Hull 8ed,
Chapter 6, page 140, "Interest Rate Futures", also see the related material in his technical note as shown in the footnote.

Chapter 29, page 668, titled with "Convexity, Timing and Quanto Adjustments". This is not the exactly the thing you are looking for, but I recommand to take a look.

best,

great, I will take a look later, since I do not have the book with me at this moment

ding...........

thx...............