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Negative Convexity
Negative Convexity

The following information is about Negative Convexity.

Negative Convexity Defined

A bond characteristic such that the price appreciation will be less than the price depreciation for a large change in yield of a given number of basis points. For example, a fixed-rate mortgage may lose value as rates go down because of prepayments.

This definition is in context to Finance. See more contextual defintions for Negative Convexity.


September Option Advisor Commentary

Published September 3, 2008, 5:10 am, Schaeffers Research

The following is a reprint of the market commentary from the September edition of the Option Advisor, published on August 21...( Read More )

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Off-site Negative Convexity Links, User Submitted

The following links have been collected through user bookmark submission in the Negative Convexity category. Please note, because these resources are off-site we cannot guarantee the accuracy or quality of any information.

Thu Nov 8

If you would like to find additional social bookmark based links on the topic of we recommend the Open Tag Directory > Negative Convexity. If you would like to find related tags we recommend Tag Patterns > Negative Convexity

Off-site Negative Convexity Research Links

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