Tip - Convexity Hedging: What Is It, and Why Does It Matter?

Published 9 years, 5 month(s) ago | Submitted by TITO QUINTERO

It only took a small backup in U.S. Treasury (UST) rates ― 10-year UST rates moved from 1.58% in early December to ~2.00% today ― for pundits to speculate on whether rates will drastically increase...

For further reading: http://blogs.cfainstitute.org/insideinvesting/2013/02/27/convexity-hedging-what-is-it-and-why-does-it-matter/

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Posted: 9 years, 5 month(s) ago

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