Discover how negative convexity affects bond prices, key risks, and how to calculate it. Learn why mortgage and callable ...

Yesterday was brutal for rate-sheet-influential MBS. A good friend called me and apologized for doing so, saying "I bet you're getting more calls than you can handle on a day where the market moves ...

What Are Duration and Convexity? Duration and convexity are two tools used to manage the risk exposure of fixed-income investments. Duration measures the bond's sensitivity to interest rate changes.

Graph algorithms constitute a fundamental area of computational research that focuses on the analysis and manipulation of graph structures, which represent systems of interconnected entities. In ...

Bond convexity measures price sensitivity to interest rate changes in the secondary market. Positive convexity increases bond value as interest rates fall; negative does the opposite. Understanding ...