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Fixed Income
Intermediate
5 min read

Convexity

Convexity measures the curvature in the relationship between bond prices and yields, refining duration's linear approximation.

Fixed Income
Category
Intermediate
Difficulty
5 min
Read time
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Core definition
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Definition

Convexity measures the curvature in the relationship between bond prices and yields, refining duration's linear approximation.

Use case

Used in fixed income workflows, analysis, and technical interviews.

Judgment check

Useful only when the assumptions and inputs behind the metric are understood.

Deep dive

How to think about Convexity

Duration assumes a linear price-yield relationship, but the actual relationship is curved (convex). Positive convexity means bond prices rise more when yields fall than they fall when yields rise by the same amount — favorable for investors. Higher convexity is valuable, especially in volatile rate environments.

Example: Two bonds have same duration of 10 years. Bond A has high convexity. If yields fall 2%, Bond A gains 22%; if yields rise 2%, Bond A loses 18%. Bond B (low convexity) gains 20% and loses 20% symmetrically. Convexity provides asymmetric upside.

Rank-ready answer

Definition, example, and interview framing

Convexity measures the curvature in the relationship between bond prices and yields, refining duration's linear approximation.

Two bonds have same duration of 10 years. Bond A has high convexity. If yields fall 2%, Bond A gains 22%; if yields rise 2%, Bond A loses 18%. Bond B (low convexity) gains 20% and loses 20% symmetrically. Convexity provides asymmetric upside.

In an interview, define Convexity, explain where it appears in a real finance workflow, then name one assumption or limitation that a reviewer should check.

FAQ

Frequently Asked Questions

What is Convexity?

Convexity measures the curvature in the relationship between bond prices and yields, refining duration's linear approximation.

How is Convexity used in finance?

Duration assumes a linear price-yield relationship, but the actual relationship is curved (convex). Positive convexity means bond prices rise more when yields fall than they fall when yields rise by the same amount — favorable for investors. Higher convexity is valuable, especially in volatile rate environments.

Can you give an example of Convexity?

Two bonds have same duration of 10 years. Bond A has high convexity. If yields fall 2%, Bond A gains 22%; if yields rise 2%, Bond A loses 18%. Bond B (low convexity) gains 20% and loses 20% symmetrically. Convexity provides asymmetric upside.

AI Insight

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This financial concept is fundamental to investment analysis and decision-making. Understanding how to calculate and interpret this metric enables better comparison of opportunities and performance tracking across portfolios.