Chacko, George C., Peter A. Hecht, Vincent Dessain, and Anders Sjoman. "Note on Duration and Convexity." Harvard Business School Background Note 205-025, August 2004. (Revised September 2004.) ...
The recent drop in U.S. yields has raised speculation that a wave of buying of Treasury securities and derivative products ...
The hedge fund firm started by former Harvard endowment chief Jack Meyer is shutting down, according to communication sent Thursday to stakeholders. On Thursday, a Convexity employee contacted one ...