James Chen, CMT is an expert trader, investment adviser, and global market strategist. Cierra Murry is an expert in banking, credit cards, investing, loans, mortgages, and real estate. She is a ...
Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). Negative convexity exists when the shape of a bond's yield curve is concave. A ...
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 ...
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, ...
As bond yields rise and fall past certain levels, there are episodes of highly technical yet increasingly familiar flows that can accelerate moves in either direction. Analysts and traders use terms ...
The skew ratio offers insight into potential market direction, but convexity is essential for evaluating overall market ...
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 ...
The setup for Indian fixed income is unusually favourable: stable growth, subdued inflation, and global policy easing.
CME Group’s volatility index CVOL, is a suite of implied 30-day forward volatility indices measuring 30-day forward volatility across all option strike prices of key futures markets. Higher convexity ...
Convexity is the degree to which small changes in the characteristics of an investment cause large changes in the investment's value. The convexity of an investment is a primary driver of long-term ...
Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. Every so often Chris Cole, of Artemis Capital, perhaps one of the deepest and most provocative thinkers in the ...
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 ...