5.3 Convexity and Its Role in Bond Price Sensitivity
In this section
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Limitations of Duration in Bond Pricing and Investment Strategies
Explore the limitations of duration in bond pricing, its assumptions, and the role of convexity for accurate bond price sensitivity analysis.
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Calculating Convexity in Bonds and Fixed Income Securities
Explore the concept of convexity in bonds, understand its calculation, and learn how it enhances bond price sensitivity analysis.
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Convexity in Bond Pricing: Enhancing Duration Estimates for Accurate Bond Price Sensitivity
Explore how convexity enhances duration estimates for more accurate bond price sensitivity analysis. Understand the role of convexity in bond pricing, especially in portfolios with long-duration bonds.
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