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 ...

We have been convinced through our research that the purpose of risk management is to use all tools available in the markets to create more robust portfolios that can survive major shocks. In a recent ...

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, ...

Discover how the SPTL ETF offers diversification via long-term Treasuries, but learn why interest rate risks and market ...

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 ...

Sean Ross is a strategic adviser at 1031x.com, Investopedia contributor, and the founder and manager of Free Lances Ltd. Cierra Murry is an expert in banking, credit cards, investing, loans, mortgages ...

It has been a long time since we have had to worry about and think about the phenomenon of mortgage convexity and the effect that it can have on the bond market. But with 10-year interest rates up ...

CVOL is a suite of implied volatility indices measuring 30-day forward volatility across all option strike prices of key futures markets. It’s based on a simple variance methodology to measure the ...

Convexity Properties, the real estate development arm of DRW Holdings, has acquired a retail site in Chicago’s Gold Coast neighborhood for $39 million. Located at 1120 and 1130 N. State St., the ...

Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. Negative convexity is something which has been mentioned on this blog before. It sounds dramatic, not to ...

The aim of this paper is to give sharp bounds of the radius of α-convexity for the classes of λ-spirallike functions and p-fold λ-spirallike functions. The radius of α-convexity was introduced by S. S ...

Market sentiment can be challenging to quantify, but financial analysts and traders have a powerful tool to help them gauge it: CME Group’s Volatility Index, or CVOL. This index is particularly useful ...