Cryptocurrency Q&A Do treasuries have convexity?

Do treasuries have convexity?

Eleonora Eleonora Thu Aug 01 2024 | 7 answers 1737
Could you please clarify for me, in simple terms, whether treasuries exhibit convexity in their pricing structure? If so, how does this concept of convexity affect the potential returns or risks associated with investing in treasury securities? I'm particularly interested in understanding the relationship between changes in interest rates and the sensitivity of treasury prices to these shifts, as well as how convexity might play a role in that dynamic. Do treasuries have convexity?

0 answers

| Topics at Cryptocurrency Q&A

Get the BTCC app to start your crypto journey

Get started today Scan to join our 100M+ users

The World's Leading Crypto Trading Platform

Get my welcome gifts