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This is a discussion on Non Linear Trading within the Forex forums, part of the Markets category; anyone use or has looked into this method of trading? ie the buy 1 every x points down with x ...
its linearity, in the absence of negative convexity, duration will underestimate the actual price of a bond for a given rate change. To obtain a more accurate picture of the sensitivity of a bondâs price to changes in interest rates, itâs important to consider both duration and convexity. A real world example