Convexity (finance) and Mortgage-backed security

Shortcuts: Differences, Similarities, Jaccard Similarity Coefficient, References.

Difference between Convexity (finance) and Mortgage-backed security

Convexity (finance) vs. Mortgage-backed security

In mathematical finance, convexity refers to non-linearities in a financial model. A mortgage-backed security (MBS) is a type of asset-backed security that is secured by a mortgage or collection of mortgages.

Similarities between Convexity (finance) and Mortgage-backed security

Convexity (finance) and Mortgage-backed security have 2 things in common (in Unionpedia): Bond convexity, Option-adjusted spread.

Bond convexity

In finance, bond convexity is a measure of the non-linear relationship of bond prices to changes in interest rates, the second derivative of the price of the bond with respect to interest rates (duration is the first derivative).

Bond convexity and Convexity (finance) · Bond convexity and Mortgage-backed security · See more »

Option-adjusted spread

Option-adjusted spread (OAS) is the yield spread which has to be added to a benchmark yield curve to discount a security's payments to match its market price, using a dynamic pricing model that accounts for embedded options.

Convexity (finance) and Option-adjusted spread · Mortgage-backed security and Option-adjusted spread · See more »

The list above answers the following questions

What Convexity (finance) and Mortgage-backed security have in common
What are the similarities between Convexity (finance) and Mortgage-backed security

Convexity (finance) and Mortgage-backed security Comparison

Convexity (finance) has 17 relations, while Mortgage-backed security has 125. As they have in common 2, the Jaccard index is 1.41% = 2 / (17 + 125).

References

This article shows the relationship between Convexity (finance) and Mortgage-backed security. To access each article from which the information was extracted, please visit:

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