Convexity measures the relationship between bond prices and bond yields, which shows how a bond’s duration changes with interest rates.

Graph algorithms constitute a fundamental area of computational research that focuses on the analysis and manipulation of graph structures, which represent systems of interconnected entities.

Convexity and duration. To understand convexity, we need to look at what is meant by bond duration – the average time it takes to receive back the cash flows of a bond. It is a useful concept in bond ...

Convexity and duration. To understand convexity, we need to look at what is meant by bond duration – the average time it takes to receive back the cash flows of a bond. It is a useful concept in bond ...

It has been a long time since we have had to worry about and think about the phenomenon of mortgage convexity and the effect that it can have on the bond market. But with 10-year interest rates up ...

The graph below shows the total number of publications each year in Inequalities and Integral Operators in Convex Analysis. References [1] On n-times differentiable strongly s-convex functions .

Find out how duration and convexity measures can help fixed-income bond investors manage risks such as interest rate sensitivity within their portfolios.