Search results
-
H
Duration - Convexity graph
What is the convention when plotting Duration/Convexity graph, Price is in the X axis or in the Y axis? From what I have seen they graph Yield on the x-axis when plotting duration/convexity but I read somewhere that David explained that price determines the yield and not viceversa; so price...- HFlei5545
- Thread
- convexity duration
- Replies: 2
- Forum: P1.T4. Valuation & Risk Models