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#bonds #convexity #finance
Bond convexity is the second derivative of the price of the bond with respect to interest rates (duration is the first derivative)
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Bond convexity - Wikipedia, the free encyclopedia
elp improve this article by adding citations to reliable sources. Unsourced material may be challenged and removed. (July 2007) In finance, bond convexity is a measure of the sensitivity of the duration of a bond to changes in interest rates, <span>the second derivative of the price of the bond with respect to interest rates (duration is the first derivative). In general, the higher the convexity, the more sensitive the bond price is to the change in interest rates. Bond convexity is one of the most basic and widely used forms of convexity i


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