Discover how negative convexity affects bond prices, key risks, and how to calculate it. Learn why mortgage and callable ...
CME Group’s volatility index CVOL, is a suite of implied 30-day forward volatility indices measuring 30-day forward volatility across all option strike prices of key futures markets. Higher convexity ...
Convexity, which measures interest rate sensitivity and drives the risk and return profiles of fixed income products, is an important concept that investors can utilize to boost total return and ...