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 ...

But if you draw a graph with price on one axis and yield on the other, you don't get a straight line, you get a curve. Convexity is basically a measure of the shape of that curve.

We’ll send you a myFT Daily Digest email rounding up the latest Central banks news every morning. Negative convexity is something which has been mentioned on this blog before. It sounds dramatic ...

Preferred stocks have a higher convexity than conventional bonds. Call options lead to a phenomenon called negative convexity. Negative convexity can actually allow you to profit from preferred ...

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 ...

To take on convexity, we need to first grasp what’s known as duration. As interest rates drop, bond prices will rise and vice versa. The extent of the move is typically larger for bonds with a ...

Portfolio durations differ from key rate durations, as even though the durations of two portfolios may match, both portfolios may differ in the maturity profiles of the bonds they comprise, which ...

Negative convexity has become a hot topic in recent days with the AT1 slump extending. "The issue you have right now is an imbalance in terms of the actors in the market.