Skip to content

Archive

Category: Financial Markets and Institutions – by A. Saunders, M. Cornett & O. Erhemjamts

Interest Rates

Convexity & Barbell Strategy

Convexity describes the curvature of the relationship between the price of an obligation and changes in interest rates. Consequently, it’s an important concept because, during interest rate fluctuations, […]

May 12, 2024 Intermediate