Duration is the primary measure of interest rate sensitivity — it is the percentage change in price for a 1% change in interest rates. However, practitioners also look at convexity, which is the ...

The skew ratio offers insight into potential market direction, but convexity is essential for evaluating overall market ...

Nick Lioudis is a writer, multimedia professional, consultant, and content manager for Bread. He has also spent 10+ years as a journalist. Cierra Murry is an expert in banking, credit cards, investing ...

Bonds are popular fixed income investment instruments and are often regarded as bearing relatively low-risk burdens. While bonds are less volatile than other investments, they are not risk-free, ...

Sean Ross is a strategic adviser at 1031x.com, Investopedia contributor, and the founder and manager of Free Lances Ltd. Cierra Murry is an expert in banking, credit cards, investing, loans, mortgages ...

Convexity, which measures interest rate sensitivity and drives the risk and return profiles of fixed income products, is an important concept that investors can utilize to boost total return and ...

Market sentiment can be challenging to quantify, but financial analysts and traders have a powerful tool to help them gauge it: CME Group’s Volatility Index, or CVOL. This index is particularly useful ...

The setup for Indian fixed income is unusually favourable: stable growth, subdued inflation, and global policy easing.

We have been convinced through our research that the purpose of risk management is to use all tools available in the markets to create more robust portfolios that can survive major shocks. In a recent ...

Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. Negative convexity is something which has been mentioned on this blog before. It sounds dramatic, not to ...

American Journal of Mathematics, Vol. 138, No. 2 (April 2016), pp. 499-527 (29 pages) This paper deals with some geometrical properties of solutions of some semilinear elliptic equations in bounded ...

This is a preview. Log in through your library . Abstract This paper investigates the nonparametric analysis of technology under non-convexity. The analysis extends two approaches now commonly used in ...