Chacko, George C., Peter A. Hecht, Vincent Dessain, and Anders Sjoman. "Note on Duration and Convexity." Harvard Business School Background Note 205-025, August 2004. (Revised September 2004.) ...

NEW YORK (Reuters) -The recent drop in U.S. yields has raised speculation that a wave of buying of Treasury securities and derivative products called interest rate swaps by mortgage portfolio ...

These purchases are for "convexity" buying that helps offset the effects of mortgage refinancing to take advantage of lower interest rates. They could amplify the decline in Treasury yields that ...

The hedge fund firm started by former Harvard endowment chief Jack Meyer is shutting down, according to communication sent Thursday to stakeholders. On Thursday, a Convexity employee contacted one ...

These purchases are for "convexity" buying that helps offset the effects of mortgage refinancing to take advantage of lower interest rates. They could amplify the decline in Treasury yields that ...

Implied volatilities surged across asset classes last week as fears of recession jumped on the back of Trump’s tariff ...

These purchases are for “convexity” buying that helps offset the effects of mortgage refinancing to take advantage of lower interest rates. They could amplify the decline in Treasury yields ...

Ryan McKillen’s Surge won the final event, while young Charlie Julien’s Rated X took the winter series Rooster Trophy.