Recent content by Nandita

  1. Hi Maciek My name is Nandita I have posted a question for you on Duration & Convexity of...

    Hi Maciek My name is Nandita I have posted a question for you on Duration & Convexity of Bonds. Can you please respond back when you some time Regards Nandita
  2. Why do we need convexity adjustment (CMS, ...)?

    Hi I'm doing a presentation at work on Duration of Bonds & Convexity . One question that puzzles me is the fact that why can't duration in reality be linear?Why would they end up being convex? I don't come from a Quants background, so an explanation in simple language will be very...
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