Bond convexity, very simply put, is a model that explains how existing bond prices change as prevailing interest rates change ...

Green, Jerry R., and Walter P. Heller. "Mathematical Analysis and Convexity with Applications to Economics." In Handbook of Mathematical Economics, Vol. 1, edited by Kenneth J. Arrow and Michael D.

Using a pedagogical, unified approach, this book presents both the analytic and combinatorial aspects of convexity and its applications in optimization. On the ...

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.) ...

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 ...