Effective convexity

The convexity of a bond calculated using cash flows that change with yields.

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5 percent and 25 percent shifts), we further include the concept of effective convexity for the immunization strategy and calculate the optimal product mix, [[omega].

An optimal product mix for hedging longevity risk in life insurance companies: the immunization theory approach

The effective duration, spread duration, and effective convexity are all passing within the limits established for the portfolio.

Fitch Ratings Affirms Westways Funding VI, Ltd

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Effective Capital Transfer Strategy
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Effective Date Unit Enters Federal Active Duty
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