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The convexity risk refers to the probability of loss resulting from various changes in the price of a trading position due to fluctuations in the yield of the underlying asset. This is most often used in the context of fixed income instruments, for example as bonds[1]

See Also

References

  1. convexity risk. Retrieved on February 16, 2012.
This article uses material from the Wikipedia article Convexity risk, that was deleted or is being discussed for deletion, which is released under the Creative Commons Attribution-ShareAlike 3.0 Unported License.
Author(s): Sphilbrick Search for "Convexity risk" on Google
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