Discover how negative convexity affects bond prices, key risks, and how to calculate it. Learn why mortgage and callable ...

When professional investors discuss the credit market, a term that often arises is duration, which is used to measure the sensitivity of a bond’s trading price to changes in interest rates ...

Duration is the primary measure of interest rate sensitivity — it is the percentage change in price for a 1% change in interest rates. However, practitioners also look at convexity, which is the ...

As interest rates begin to soften, fixed income investors are increasingly revisiting the role of bond duration in shaping portfolio returns. In an insightful conversation, Gautam Kaul, Senior Fund ...

In November, my colleague Eric Jacobson published a Fund Spy article entitled "Bond Duration: An Art, Not a Science." In it, Jacobson listed the imperfections of duration as the predictor of how a ...

Bond ETFs are becoming a go-to way to tap the world’s $140 trillion fixed income market. This guide breaks down the main bond ...