Technically speaking, convexity can be viewed as the rate of change of the bonds value with respect
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Technically speaking, convexity can be viewed as the rate of change of the bond’s value with respect to any interest rate change, whereas duration measures the change in a bond’s value with respect to a change in interest rates.
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Related Book For 
Financial Markets And Institutions
ISBN: 9781259919718
7th Edition
Authors: Anthony Saunders, Marcia Cornett
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