Fact checked by Vikki VelasquezReviewed by Cierra MurryWhat Are Duration and Convexity?Duration and convexity are two tools used to manage the risk exposure of fixed-income investments. Duration ...
The managers’ discipline to buy bonds with better convexity profiles than plain vanilla passthroughs, or those that have more stable durations given changes in underlying yields, results in ...
The managers’ discipline to buy bonds with better convexity profiles than plain vanilla passthroughs, or those that have more stable durations given changes in underlying yields, results in ...