Results 81 - 90 for Bond convexity

BondDuration(), BondMDuration() and BondConvexity() functions
These functions return the Macaulay duration, modified duration, and convexity, respectively, of a bond. Duration and modified duration are measures of the present value-weighted ...
http://www.powerfinance.com/help/BondDuration____BondMDuration___and_BondConvexity___functions.htm
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Introducing the J.P. Morgan Implied Default Probability Model: A ...
In principle, the price of a bond captures its time value, value of embedded options, value of convexity, price adjustment due to repo specialness, liquidity premium, and the core ...
http://www.faculty.virginia.edu/wei_li/em/jpm-default-prob.pdf
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Banc Of America Investment Services, Inc. | Chart | Bond Convexity Due ...
Bond Convexity Due to Coupon Rate (Pull corner of window to expand) Given the same maturity and quality, the price of a bond that carries a higher coupon rate will be less ...
https://planning.baisidirect.standardandpoors.com/bsd/redirect.jsp?client=bsd&chartid=000009&goto=-Cprd-Cslhchar...
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convexity - related articles and key terms
Wikipedia sources: Bond convexity Bond duration Scoliosis List of finance topics Greeks (finance) Context for words: convexity
http://cwf.appspot.com/cwx/term/convexity
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Bond Price Volatility
Convexity . As the required yield increases (decreases), the convexity of a bond decreases (increases). This property is referred to as positive convexity.
http://www92.homepage.villanova.edu/shawn.howton/Fin%202227/Overheads/ch4.ppt
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SSRN-Delivery Options and Convexity in Treasury Bond and Note Futures ...
SSRN-Delivery Options and Convexity in Treasury Bond and Note Futures by Robin Grieves, Alan Marcus, Adrian Woodhams
http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1159562_code260653.pdf?abstractid=1159562&mirid=1
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SSRN-Convexity, Risk, and Returns by Nelson Lacey, Sanjay Nawalkha
Further, the magnitude of bond convexity is shown to be related directly to the immunization risk inherent in a bond portfolio, consistent with the implications of Fong and Vasicek ...
http://ssrn.com/abstract=983316
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Wiley::Duration, Convexity, and Other Bond Risk Measures
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.
http://eu.wiley.com/WileyCDA/WileyTitle/productCd-1883249635,descCd-authorInfo.html
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INEX: Wikipedia, the free encyclopedia (Bond duration)
Table of Contents. 1 Price; 2 Embedded options and effective duration; 3 Macaulay duration; 4 Modified duration; 5 Convexity; 6 Average; 7 Pvo1; 8 See also
http://infao5501.ag5.mpi-sb.mpg.de:8080/topx/archive?link=Wikipedia-Lip6-2/847478.xml&style
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Present value bond pricing
Convexity is the idea that bond prices do not change in a linear fashion. In fact as Frank Partnow says in his book Fiasco : 191
http://www.financeprofessor.com/Fin401/notes/Bondpricing-excel%20401.xls
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