Inicio > Term: Positive convexity
Positive convexity
A property of option-free bonds that the price appreciation for a large downward change in interest rates will be greater (in absolute terms) than the price depreciation for the same downward change in interest rates.
- Parte del discurso: noun
- Industria/ámbito: Servicios financieros
- Categoría: Finanza general
- Company: Bloomberg
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Creador
- Jessehe
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(V.I.P) 32013 puntos - 40.13% positive feedback
