This is considered two measures of price sensitivity: the duration and convexity. These measures are generally used to assess how sensitive the bond price is a change in the interest rate levels. However, as a concept, as the duration and convexity has a wider application. Duration and convexity to take into account any changes to any risk factor affecting the price of any financial instrument "Hide
by George Chacko, Peter Hecht, Vincent Dessain, Anders Sjoman 10 pages. Publication Date: 27 August 2004. Prod. #: 205025-PDF-ENG
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