The graph below displays the convexity of our 10-year 2% muni near par (calculated by shifting the yield curve 30 basis points). Above 103 the convexity is roughly 1.0, and then it begins to ...

The graph below shows the total number of publications each year in Graph Algorithms and Convexity Parameters. References [1] Integer programming models and polyhedral study for the geodesic ...

This case explores two measures of price sensitivity: duration and convexity. These measures are normally used to gauge how sensitive a bond's price is to a change in interest-rate levels. However, as ...

Convexity in the Bloomberg U.S. Aggregate Index is at record-high levels, indicating potential gains in bond prices when interest rates fall. The recent sell-off in U.S. Treasury yields has ...

New study suggests that when forecasting trends, reading a bar chart versus a line graph biases our judgement Date: January 26, 2023 Source: City University London ...

Chart 6: Duration of WGBI and WGBI ex-US since 2005. Source: FTSE Russell, data to Feb 28, 2025. Past performance is no guarantee of future results. Is duration becoming the investor’s friend again?