Chacko, George C., Peter A. Hecht, Vincent Dessain, and Anders Sjoman. "Note on Duration and Convexity." Harvard Business School Background Note 205-025, August 2004. (Revised September 2004.) ...

1127 GMT – UBS UBS-0.32%decrease; red down pointing triangle remains cautious on U.S. duration but expects better performance from German Bunds, its rates strategists say in a note. Duration is the ...