Geodesic convexity: A graph convexity concept whereby a set is deemed convex if it contains every vertex that lies along all shortest paths (geodesics) connecting members of the set.

Convexity hopes to correct the disparity between bond prices and interest rates, and it achieves this by accounting for any effect that interest rates can have on the bond’s duration. Example of bond ...

The graph below displays the convexity of our 10-year 2% muni near par (calculated by shifting the yield curve 30 basis points). Above 103 the convexity is roughly 1.0, and then it begins to ...

Convexity definition. Skip to content CFDs are complex financial instruments and come with a high risk of losing money rapidly due to leverage. You should consider whether you understand how CFDs work ...

The convexity of Euro futures has been cycling around 1.05, its long-term mean and median since October 2013. Andrii Yalanskyi. By Dr. Mark Shore and Michael Copeland. At a Glance.

Investors also hedge against negative MBS convexity by buying so-called “receivers” in the swaptions market, in which the buyer pays a premium for the right to receive a fixed rate on a swap.