convexity

  1. the property possessed by a convex shape
  2. a shape that curves or bulges outward

convexity

(1) In a fixed-income instrument, convexity is a measure of the way duration and price change when interest rates change. A bond or note is said to have positive convexity if the instrument`s value increases at least as much as duration predicts when rates drop and decreases less than duration predicts when rates rise. Positive convexity is desirab...
Found on http://www.oenb.at/dictionary/termini.jsp?EINTRAG_ID=16245

convexity

[n] - the property possessed by a convex shape
Found on http://www.webdictionary.co.uk/definition.php?query=convexity

Convexity

• (n.) The state of being convex; the exterior surface of a convex body; roundness.
Found on http://thinkexist.com/dictionary/meaning/convexity/

convexity

convexness noun the property possessed by a convex shape
Found on https://www.encyclo.co.uk/local/20974

Convexity

[finance] In mathematical finance, convexity refers to non-linearities in a financial model. In other words, if the price of an underlying variable changes, the price of an output does not change linearly, but depends on the second derivative (or, loosely speaking, higher-order terms) of the modeling function. Geometrically, the model is no...
Found on http://en.wikipedia.org/wiki/Convexity_(finance)

Convexity

Con·vex'i·ty noun ; plural Convexities . [ Latin convexitas : confer French convexité .] The state of being convex; the exterior surface of a convex body; roundness. « A smooth, uniform convexity and rotundity of a globe. Bentley. »
Found on http://www.encyclo.co.uk/webster/C/153

convexity

1. The state of being convex. ... 2. A convex structure. ... (05 Mar 2000) ...
Found on http://www.encyclo.co.uk/local/20973

Convexity

Convexity measures the rate of change in a bond's sensitivity to interest rate moves.
Found on http://www.encyclo.co.uk/local/20416

Convexity

Curved, as in the shape of the outsid of a circle. Usually referring to the price/required yield rel
Found on http://www.encyclo.co.uk/local/22402

Convexity

Having the property of curving outward, like the outside of a ball.
Found on http://badmanstropicalfish.com/glossary.html

Convexity

Is the second derivative of the price/yield curve for a bond.
Found on http://www.oasismanagement.com/glossary/

Convexity

Is the second derivative of the price/yield curve for a bond.
Found on http://www.oasismanagement.com/glossary/

convexity

The amount by which the duration of an interest bearing instrument or portfolio changes for a given change in yield. For large changes in yield, convexity can make a significant difference to price. The greater the convexity, the better the performance of the instrument/portfolio; if the convexity is positive, the instrument`s duration will fall fo...
Found on http://www.oenb.at/dictionary/termini.jsp?EINTRAG_ID=16245

Convexity

This is just the state of being convex. More generally in economics it refers to the sets (production possibilities, preferences, and constraints which, if they are convex, may yield well behaved economic equilibria. In contrast, models that are nonconvex tend to have multiple equilibria and display discontinuous behavior (jumps).
Found on http://www-personal.umich.edu/~alandear/glossary/c.html

convexity

Type: Term Pronunciation: kon-veks′i-tē Definitions: 1. The state of being convex. 2. A convex structure.
Found on http://www.medilexicon.com/medicaldictionary.php?t=20199
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