Book contents
- Frontmatter
- Dedication
- Contents
- Acknowledgements
- Symbols and Abbreviations
- Part I The Foundations
- Part II The Building Blocks: A First Look
- 8 Expectations
- 9 Convexity: A First Look
- 10 A Preview: A First Look at the Vasicek Model
- Part III The Conditions of No-Arbitrage
- Part IV Solving the Models
- Part V The Value of Convexity
- Part VI Excess Returns
- Part VII What the Models Tell Us
- References
- Index
9 - Convexity: A First Look
from Part II - The Building Blocks: A First Look
Published online by Cambridge University Press: 25 May 2018
- Frontmatter
- Dedication
- Contents
- Acknowledgements
- Symbols and Abbreviations
- Part I The Foundations
- Part II The Building Blocks: A First Look
- 8 Expectations
- 9 Convexity: A First Look
- 10 A Preview: A First Look at the Vasicek Model
- Part III The Conditions of No-Arbitrage
- Part IV Solving the Models
- Part V The Value of Convexity
- Part VI Excess Returns
- Part VII What the Models Tell Us
- References
- Index
Summary

- Type
- Chapter
- Information
- Bond Pricing and Yield Curve ModelingA Structural Approach, pp. 147 - 159Publisher: Cambridge University PressPrint publication year: 2018