Convexity

  • 31List of convexity topics — This is a list of convexity topics, by Wikipedia page. Alpha blending Barycentric coordinates Borsuk s conjecture Bond convexity Carathéodory s theorem (convex hull) Choquet theory Closed convex function Concavity Convex analysis Convex… …

    Wikipedia

  • 32Complex convexity — Definition A set Ω in is called convex if its intersection with any complex line is contractible. Background In complex geometry and analysis, the notion of convexity and its generalizations play an important role in understanding function… …

    Wikipedia

  • 33Bond convexity closed-form formula — (Blake and Orszag): Conv= frac{D}{P}egin{Bmatrix}frac{(m 1+a+1)(m 1+a+2)(1/(1+i))^{(m 1+a+2){i}+2frac{(m 1+a+2)(1/(1+i))^{(m 1+a+2)} (1/(1+i))}{i^2}+2frac{(1/(1+i))^{(m 1+a+2)} (1/(1+i)}{i^3}end{Bmatrix}+frac{B}{P}frac{(m 1+a)(m… …

    Wikipedia

  • 34Negative Convexity — When the shape of a bond s yield curve is concave. A bond’s convexity is the rate of change of its duration, and is measured as the second derivative of price with respect to yield. Most mortgage bonds are negatively convex. Callable bonds… …

    Investment dictionary

  • 35Effective convexity — The convexity of a bond calculated with cash flows that change with yields. The New York Times Financial Glossary …

    Financial and business terms

  • 36effective convexity — The convexity of a bond calculated using cash flows that change with yields. Bloomberg Financial Dictionary …

    Financial and business terms

  • 37angle of convexity — a radiographic cephalometric measurement formed by connecting the nasion, point A, and pogonion (NAP), which reflects the convexity or concavity of the facial profile …

    Medical dictionary

  • 38Negative convexity — A bond characteristic such that the price appreciation will be less than the price depreciation for a large change in yield of a given number of basis points. The New York Times Financial Glossary …

    Financial and business terms

  • 39Positive convexity — A property of option free bonds whereby the price appreciation for a large upward change in interest rates will be greater ( in absolute terms) than the price depreciation for the same downward change in interest rates. The New York Times… …

    Financial and business terms

  • 40Convexities — Convexity Con*vex i*ty, n.; pl. {Convexities}. [L. convexitas: cf. F. convexit[ e].] The state of being convex; the exterior surface of a convex body; roundness. [1913 Webster] A smooth, uniform convexity and rotundity of a globe. Bentley. [1913… …

    The Collaborative International Dictionary of English