Positive Convexity
Posted By: TradersLog
Positive Convexity describes the situation where the bond price appreciation for a large downward change in interest rates will be greater the price depreciation for the same upward change in interest rates.
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Positive Convexity describes the situation where the bond price appreciation for a large downward change in interest rates will be greater the price depreciation for the same upward change in interest rates.
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