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 [kən-vĕḱsĭ-tē]
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Bond convexity - Wikipedia, the free encyclopedia
In finance, convexity is a measure of the sensitivity of the duration of a bond to changes in interest rates. There is an inverse relationship between convexity and sensitivity - in general, the hig...
en.wikipedia.org/wiki/Bond_convexity |
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Convex - Wikipedia, the free encyclopedia
The word convex means curving out or bulging outward. Convex or convexity may refer to: Mathematics : • Convex set, a set of points containing all line segments between each pair of its points...
en.wikipedia.org/wiki/Convex |
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is convex set if it contains all the line segments connecting any pair of its points. If the set does not contain all the line segments, ...
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Duration and convexity are factor sensitivities that describe exposure to parallel shifts in the spot curve. They can be applied to individual fixed income instruments or to entire fixed income portfolios. ... duration-convexity matching...
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AMS MSC: 26B25 (Real functions :: Functions of several variables :: Convexity, generalizations) ... 52A41 (Convex and discrete geometry :: General convexity :: Convex functions and convex programs ... ; "proof of criterion for convexity" is owned by rspuzio.
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Definition of convexity in the Financial Dictionary - by Free online English dictionary and encyclopedia. What is convexity? Meaning of convexity as a finance term. What does convexity mean in finance? ... Effective convexity;
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Definition from Wiktionary, a free dictionary ... Jump to: navigation, search ... Wikipedia has articles on:
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The previous percentage price change calculation was inaccurate because it failed to account for the convexity of the bond. Convexity is a measure of the amount of "whip" in the bond's price yield curve (see above) and is so named because of the convex shape of the curve.
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All of this has lead me to wonder about something I'll call Nontrivial Convexity. The following three figures display nontrivial convexity. The first two are by Ed Pegg Jr (me), the third is by Karl Scherer, courtesy of Michael Reid.
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