convexity
noun
- second derivatives in financial modeling generally
Wiktionary
noun
Etymology: Etymology tree English convex Proto-Indo-European *-teh₂ Proto-Indo-European *-ts Proto-Indo-European *-teh₂ts Latin -itāsder. Old French -itebor. Middle English -ite English -ity English convexity From convex + -ity.
- The state of being convex.
- A convex line or surface.
- A measure of the curvature in the relationship between the prices and yields of bonds.