Those going for concavity will often be the counterparties of those going for convexity, making the play a zero sum game. Under concavity, you are “short volatility”.

This study investigates whether or not there is a distinct relationship between a coastline's configuration (concavity/ convexity) and its tendency toward either erosion or accretion. Empirical ...

The concavity exercise asks students to think about erosion in natural forms and how that concavity contrasts with the convexity of the objects. Dominant, subdominant, and subordinate relationships ...

Convexity is used to measure a portfolio’s exposure to market risk. Convexity is the curvature in the relationship between bond prices and bond yields. Convexity demonstrates how the duration of ...

Smartee Denti-Technology's Chief Scientist, Prof. Gang Shen, was invited to deliver a half-day lecture on clear mandibular repositioning technology. He discussed solutions for facial concavity and ...

We will arrive at a portfolio with a convexity of 1, a net coupon rate of 0.19% and a small effective duration of (0.07) at the cost of $1,539 (see Table 1). Table 1 ...

A new connection between human and machine learning has been discovered: While conceptual regions in human cognition for long have been modeled as convex regions, Tetkova et al. present new ...

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