Results 61 - 70 for Bond convexity

Across the Curve » Blog Archive » Bond Market Open May 28, 2009
12 Responses to “Bond Market Open May 28, 2009” By Alex on May 28, 2009 | Reply. Thanks for the tip on convexity selling. P.S. I like the Canute reference.
http://acrossthecurve.com/?p=5783
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Financial Risk Manager | Convexity in Bonds
Absolutely a bond can have negative convexity. Jorion means a plain bond without embedded derivatives will always have positive convexity (and, yes, IMO he also means a short plain ...
http://www.bionicturtle.com/forum/viewreply/2117/
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Wiley::Duration, Convexity, and Other Bond Risk Measures
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 1-2 days delivery time for paperbacks, and 3-5 days for hardcovers
http://www.wiley.com/WileyCDA/WileyTitle/productCd-1883249635.html
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FRM Handbook 4th Edition, Philippe Jorion, Bond Fundamentals
1.3 Bond Price Derivatives 1.3.1 Interpreting Duration and Convexity 1.3.2 Portfolio Duration and Convexity 1.4 Important Formulas 1.5 Answers to Chapter Examples
http://www.garpdigitallibrary.org/display/product.asp?pid=1730
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Portfolio Management Ch 19 the Analysis and Valuation of Bonds
Bond Convexity • Equation 19.6 is a linear approximation of bond price change for small changes in market yields ∆P × 100 = − Dmod × ∆YTM P
http://www.scribd.com/doc/19801198/Portfolio-Management-Ch-19-the-Analysis-and-Valuation-of-Bonds
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SSRN Author Page for Sanjay Nawalkha
The slope of the bond price-yield plot does not define bond duration, and the curvature of the bond price-yield plot does not define bond convexity.
http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=287162
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convexity - Finance Definition
For a bond or note, a measure of the way duration and prices change when interest rates change, as represented in the curvature of the price-yield relationship.
http://www.yourdictionary.com/finance/convexity
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Positive Convexity, Definition - Trading Glossary
Bond Trading Terms Explained: Positive Convexity. Traders Log is a portal for active traders and investors featuring educational articles, daily market analysis and a community ...
http://www.traderslog.com/positive-convexity.htm
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negative convexity definition
Situation in which the principal of a callable bond is returned (1) before the maturity ... found on the following page: http://www.businessdictionary.com/definition/negative-convexity ...
http://www.businessdictionary.com/definition/negative-convexity.html
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bond class Reference
coupon of the bond, express as a percentqge of the faceamount : freq: ... Definition at line 32 of file bond.h. Referenced by convexity(), duration(), fairvalue(), getIssue(), ...
http://terreneuve.sourceforge.net/1.0/dox/classbond.html
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