Relationship between convexity and duration of action

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relationship between convexity and duration of action

Remember, a bond or a portfolio with a duration of five years will go down in price by As for convexity -- that feature that callable bonds don't have -- the. Above is the bond with a year maturity. Look at how curved — i.e., how convex — the graph of the price-yield relationship is! Notice also that. In finance, bond convexity is a measure of the non-linear relationship of bond.

Ей обрыдли ее испанская семейка и местное житье-бытье.

  • Bond convexity
  • The Management of Interest Rate Risk: How can modified duration and convexity be used?

Три братца-испанца не спускали с нее глаз. И горячей воды. Беккер почувствовал комок в горле.

relationship between convexity and duration of action