Graph algorithms constitute a fundamental area of computational research that focuses on the analysis and manipulation of graph structures, which represent systems of interconnected entities. In ...

Duration is the primary measure of interest rate sensitivity — it is the percentage change in price for a 1% change in interest rates. However, practitioners also look at convexity, which is the ...

High-profile bank failures have introduced some volatility back to markets. I re-visit the performance of several tail risk and convexity ETFs against the return of the S&P 500 index. I analyze ...

Preferred stocks have a higher convexity than conventional bonds. Call options lead to a phenomenon called negative convexity. Negative convexity can actually allow you to profit from preferred stocks ...