Learn how convexity adjustments in bonds affect interest rates and prices using key formulas. Understand their importance in accurately predicting bond price changes.

The FD= and FDHESSIAN= options specify the use of finite difference approximations of the derivatives. The FD= option specifies that all derivatives are approximated using function evaluations, and ...

The functional equation for $\zeta(s)$ is used to obtain formulas for all derivatives $\zeta^{(k)}(s)$. A closed form evaluation of $\zeta^{(k)}(0)$ is given, and ...

Ever since the seminal contributions of Bruno Dupire (1994) and Emanuel Derman and Iraj Kani (1994), who independently developed a discrete-time binomial tree version of the same result, it has been ...

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It recently came out that a $1.2 billion derivatives portfolio that Goldman Sachs Group Inc. (NYSE: At Money Morning, we dive deep into the unconventional trends shaping markets and turn passive, ...