Green, Jerry R., and Walter P. Heller. "Mathematical Analysis and Convexity with Applications to Economics." In Handbook of Mathematical Economics, Vol. 1, edited by Kenneth J. Arrow and Michael D.
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.) ...
Using a pedagogical, unified approach, this book presents both the analytic and combinatorial aspects of convexity and its applications in optimization. On the ...
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 ...
Stocks have rallied on Trump's win, of course, but some of the more interesting moves have taken place in the bond market. Not only have yields on US Treasuries shot up, but expectations for ...